﻿// -----------------------------------------------------------------------
// <copyright file="ContinuousFuturesBrokerTestData.cs" company="">
// Copyright 2014 Alexander Soffronow Pagonidis
// </copyright>
// -----------------------------------------------------------------------

using System;
using System.Collections.Generic;
using System.Linq;
using System.Linq.Expressions;
using QDMS;

namespace QDMSTest
{
    public static class ContinuousFuturesBrokerTestData
    {
        //utility function to get the contracts used for the continuous futures calculations
        public static List<Instrument> GetVIXFutures(Expression<Func<Instrument, bool>> filter = null)
        {
            var nov12 = new Instrument
            {
                ID = 1,
                Type = InstrumentType.Future,
                Expiration = new DateTime(2012, 11, 21),
                UnderlyingSymbol = "VIX",
                Symbol = "VIXX12",
                DatasourceID = 1
            };

            var dec12 = new Instrument
            {
                ID = 2,
                Type = InstrumentType.Future,
                Expiration = new DateTime(2012, 12, 19),
                UnderlyingSymbol = "VIX",
                Symbol = "VIXZ12",
                DatasourceID = 1
            };

            var jan13 = new Instrument
            {
                ID = 3,
                Type = InstrumentType.Future,
                Expiration = new DateTime(2013, 1, 16),
                UnderlyingSymbol = "VIX",
                Symbol = "VIXF13",
                DatasourceID = 1
            };

            var feb13 = new Instrument
            {
                ID = 4,
                Type = InstrumentType.Future,
                Expiration = new DateTime(2013, 2, 13),
                UnderlyingSymbol = "VIX",
                Symbol = "VIXG13",
                DatasourceID = 1
            };

            var mar13 = new Instrument
            {
                ID = 5,
                Type = InstrumentType.Future,
                Expiration = new DateTime(2013, 3, 20),
                UnderlyingSymbol = "VIX",
                Symbol = "VIXH13",
                DatasourceID = 1
            };

            var apr13 = new Instrument
            {
                ID = 6,
                Type = InstrumentType.Future,
                Expiration = new DateTime(2013, 4, 20),
                UnderlyingSymbol = "VIX",
                Symbol = "VIXJ13",
                DatasourceID = 1
            };

            var may13 = new Instrument
            {
                ID = 7,
                Type = InstrumentType.Future,
                Expiration = new DateTime(2013, 5, 20),
                UnderlyingSymbol = "VIX",
                Symbol = "VIXK13",
                DatasourceID = 1
            };

            var futures = new List<Instrument>
            {
                nov12,
                dec12,
                jan13,
                feb13,
                mar13,
                apr13,
                may13
            };

            if (filter == null) return futures;
            return futures.AsQueryable().Where(filter).ToList();
        }

        //utility function to get the contracts used for the intraday continuous futures calculations
        public static List<Instrument> GetContractsForIntradayData(Expression<Func<Instrument,bool>> filter = null)
        {
            var dec13 = new Instrument
            {
                ID = 1,
                Type = InstrumentType.Future,
                Expiration = new DateTime(2013, 12, 18),
                UnderlyingSymbol = "VIX",
                Symbol = "VIXZ13",
                DatasourceID = 1
            };

            var jan14 = new Instrument
            {
                ID = 2,
                Type = InstrumentType.Future,
                Expiration = new DateTime(2014, 1, 21),
                UnderlyingSymbol = "VIX",
                Symbol = "VIXF14",
                DatasourceID = 1
            };

            var futures = new List<Instrument>
            {
                dec13,
                jan14
            };
            if (filter == null) return futures;
            return futures.AsQueryable().Where(filter).ToList();
        }

        public static Dictionary<int, List<OHLCBar>> GetIntradayVIXFuturesData()
        {
            var feb13 = new List<OHLCBar>
            {
                new OHLCBar {Open = 14.15m, High =14.3m, Low = 14.15m, Close = 14.25m, Volume = 217, DT = new DateTime(2013,11,21,2,0, 0) },
new OHLCBar {Open = 14.2m, High =14.25m, Low = 14.15m, Close = 14.15m, Volume = 107, DT = new DateTime(2013,11,21,3,0, 0) },
new OHLCBar {Open = 14.15m, High =14.15m, Low = 14.1m, Close = 14.1m, Volume = 86, DT = new DateTime(2013,11,21,4,0, 0) },
new OHLCBar {Open = 14.1m, High =14.15m, Low = 14.1m, Close = 14.15m, Volume = 62, DT = new DateTime(2013,11,21,5,0, 0) },
new OHLCBar {Open = 14.1m, High =14.1m, Low = 14.1m, Close = 14.1m, Volume = 64, DT = new DateTime(2013,11,21,6,0, 0) },
new OHLCBar {Open = 14.05m, High =14.1m, Low = 14m, Close = 14.05m, Volume = 335, DT = new DateTime(2013,11,21,7,0, 0) },
new OHLCBar {Open = 14.05m, High =14.1m, Low = 14m, Close = 14m, Volume = 4050, DT = new DateTime(2013,11,21,8,0, 0) },
new OHLCBar {Open = 14m, High =14.05m, Low = 13.85m, Close = 14.05m, Volume = 9554, DT = new DateTime(2013,11,21,9,0, 0) },
new OHLCBar {Open = 14.05m, High =14.05m, Low = 13.85m, Close = 13.85m, Volume = 11588, DT = new DateTime(2013,11,21,10,0, 0) },
new OHLCBar {Open = 13.85m, High =13.9m, Low = 13.7m, Close = 13.8m, Volume = 16041, DT = new DateTime(2013,11,21,11,0, 0) },
new OHLCBar {Open = 13.85m, High =13.85m, Low = 13.7m, Close = 13.75m, Volume = 7344, DT = new DateTime(2013,11,21,12,0, 0) },
new OHLCBar {Open = 13.75m, High =13.75m, Low = 13.65m, Close = 13.65m, Volume = 10627, DT = new DateTime(2013,11,21,13,0, 0) },
new OHLCBar {Open = 13.7m, High =13.8m, Low = 13.6m, Close = 13.75m, Volume = 11723, DT = new DateTime(2013,11,21,14,0, 0) },
new OHLCBar {Open = 13.8m, High =13.8m, Low = 13.65m, Close = 13.7m, Volume = 5497, DT = new DateTime(2013,11,21,15,0, 0) },
new OHLCBar {Open = 13.7m, High =13.75m, Low = 13.7m, Close = 13.75m, Volume = 835, DT = new DateTime(2013,11,21,15,30, 0) },
new OHLCBar {Open = 13.75m, High =13.75m, Low = 13.75m, Close = 13.75m, Volume = 31, DT = new DateTime(2013,11,21,16,0, 0) },
new OHLCBar {Open = 13.75m, High =13.8m, Low = 13.75m, Close = 13.75m, Volume = 13, DT = new DateTime(2013,11,22,2,0, 0) },
new OHLCBar {Open = 13.75m, High =13.75m, Low = 13.75m, Close = 13.75m, Volume = 25, DT = new DateTime(2013,11,22,3,0, 0) },
new OHLCBar {Open = 13.8m, High =13.8m, Low = 13.75m, Close = 13.8m, Volume = 28, DT = new DateTime(2013,11,22,4,0, 0) },
new OHLCBar {Open = 13.8m, High =13.8m, Low = 13.8m, Close = 13.8m, Volume = 9, DT = new DateTime(2013,11,22,5,0, 0) },
new OHLCBar {Open = 13.8m, High =13.8m, Low = 13.75m, Close = 13.75m, Volume = 126, DT = new DateTime(2013,11,22,6,0, 0) },
new OHLCBar {Open = 13.75m, High =13.75m, Low = 13.65m, Close = 13.7m, Volume = 260, DT = new DateTime(2013,11,22,7,0, 0) },
new OHLCBar {Open = 13.7m, High =13.75m, Low = 13.65m, Close = 13.75m, Volume = 3210, DT = new DateTime(2013,11,22,8,0, 0) },
new OHLCBar {Open = 13.75m, High =13.75m, Low = 13.65m, Close = 13.7m, Volume = 3933, DT = new DateTime(2013,11,22,9,0, 0) },
new OHLCBar {Open = 13.7m, High =13.75m, Low = 13.65m, Close = 13.7m, Volume = 2907, DT = new DateTime(2013,11,22,10,0, 0) },
new OHLCBar {Open = 13.7m, High =13.75m, Low = 13.6m, Close = 13.65m, Volume = 6257, DT = new DateTime(2013,11,22,11,0, 0) },
new OHLCBar {Open = 13.65m, High =13.65m, Low = 13.6m, Close = 13.6m, Volume = 905, DT = new DateTime(2013,11,22,12,0, 0) },
new OHLCBar {Open = 13.65m, High =13.65m, Low = 13.6m, Close = 13.6m, Volume = 1077, DT = new DateTime(2013,11,22,13,0, 0) },
new OHLCBar {Open = 13.65m, High =13.65m, Low = 13.55m, Close = 13.6m, Volume = 4732, DT = new DateTime(2013,11,22,14,0, 0) },
new OHLCBar {Open = 13.6m, High =13.6m, Low = 13.55m, Close = 13.6m, Volume = 5098, DT = new DateTime(2013,11,22,15,0, 0) },
new OHLCBar {Open = 13.5m, High =13.55m, Low = 13.5m, Close = 13.55m, Volume = 154, DT = new DateTime(2013,11,25,2,0, 0) },
new OHLCBar {Open = 13.55m, High =13.55m, Low = 13.55m, Close = 13.55m, Volume = 0, DT = new DateTime(2013,11,25,3,0, 0) },
new OHLCBar {Open = 13.55m, High =13.55m, Low = 13.55m, Close = 13.55m, Volume = 9, DT = new DateTime(2013,11,25,4,0, 0) },
new OHLCBar {Open = 13.55m, High =13.55m, Low = 13.5m, Close = 13.5m, Volume = 131, DT = new DateTime(2013,11,25,5,0, 0) },
new OHLCBar {Open = 13.5m, High =13.55m, Low = 13.5m, Close = 13.55m, Volume = 117, DT = new DateTime(2013,11,25,6,0, 0) },
new OHLCBar {Open = 13.5m, High =13.55m, Low = 13.45m, Close = 13.45m, Volume = 192, DT = new DateTime(2013,11,25,7,0, 0) },
new OHLCBar {Open = 13.45m, High =13.55m, Low = 13.4m, Close = 13.5m, Volume = 7487, DT = new DateTime(2013,11,25,8,0, 0) },
new OHLCBar {Open = 13.5m, High =13.6m, Low = 13.5m, Close = 13.6m, Volume = 2517, DT = new DateTime(2013,11,25,9,0, 0) },
new OHLCBar {Open = 13.6m, High =13.65m, Low = 13.55m, Close = 13.6m, Volume = 1296, DT = new DateTime(2013,11,25,10,0, 0) },
new OHLCBar {Open = 13.6m, High =13.65m, Low = 13.5m, Close = 13.6m, Volume = 2726, DT = new DateTime(2013,11,25,11,0, 0) },
new OHLCBar {Open = 13.6m, High =13.6m, Low = 13.55m, Close = 13.6m, Volume = 655, DT = new DateTime(2013,11,25,12,0, 0) },
new OHLCBar {Open = 13.55m, High =13.6m, Low = 13.55m, Close = 13.6m, Volume = 655, DT = new DateTime(2013,11,25,13,0, 0) },
new OHLCBar {Open = 13.6m, High =13.75m, Low = 13.55m, Close = 13.65m, Volume = 5727, DT = new DateTime(2013,11,25,14,0, 0) },
new OHLCBar {Open = 13.65m, High =13.65m, Low = 13.6m, Close = 13.65m, Volume = 4412, DT = new DateTime(2013,11,25,15,0, 0) },
new OHLCBar {Open = 13.65m, High =13.65m, Low = 13.6m, Close = 13.6m, Volume = 75, DT = new DateTime(2013,11,25,15,30, 0) },
new OHLCBar {Open = 13.6m, High =13.65m, Low = 13.6m, Close = 13.65m, Volume = 23, DT = new DateTime(2013,11,25,16,0, 0) },
new OHLCBar {Open = 13.6m, High =13.65m, Low = 13.6m, Close = 13.6m, Volume = 29, DT = new DateTime(2013,11,26,2,0, 0) },
new OHLCBar {Open = 13.6m, High =13.6m, Low = 13.55m, Close = 13.55m, Volume = 7, DT = new DateTime(2013,11,26,3,0, 0) },
new OHLCBar {Open = 13.6m, High =13.65m, Low = 13.6m, Close = 13.65m, Volume = 17, DT = new DateTime(2013,11,26,4,0, 0) },
new OHLCBar {Open = 13.65m, High =13.65m, Low = 13.65m, Close = 13.65m, Volume = 0, DT = new DateTime(2013,11,26,5,0, 0) },
new OHLCBar {Open = 13.65m, High =13.65m, Low = 13.6m, Close = 13.6m, Volume = 164, DT = new DateTime(2013,11,26,6,0, 0) },
new OHLCBar {Open = 13.6m, High =13.65m, Low = 13.55m, Close = 13.65m, Volume = 942, DT = new DateTime(2013,11,26,7,0, 0) },
new OHLCBar {Open = 13.7m, High =13.7m, Low = 13.6m, Close = 13.7m, Volume = 1953, DT = new DateTime(2013,11,26,8,0, 0) },
new OHLCBar {Open = 13.7m, High =13.8m, Low = 13.6m, Close = 13.65m, Volume = 6855, DT = new DateTime(2013,11,26,9,0, 0) },
new OHLCBar {Open = 13.6m, High =13.65m, Low = 13.6m, Close = 13.6m, Volume = 1815, DT = new DateTime(2013,11,26,10,0, 0) },
new OHLCBar {Open = 13.6m, High =13.65m, Low = 13.55m, Close = 13.6m, Volume = 1815, DT = new DateTime(2013,11,26,11,0, 0) },
new OHLCBar {Open = 13.55m, High =13.6m, Low = 13.55m, Close = 13.6m, Volume = 578, DT = new DateTime(2013,11,26,12,0, 0) },
new OHLCBar {Open = 13.6m, High =13.7m, Low = 13.55m, Close = 13.65m, Volume = 4330, DT = new DateTime(2013,11,26,13,0, 0) },
new OHLCBar {Open = 13.7m, High =13.8m, Low = 13.65m, Close = 13.7m, Volume = 4217, DT = new DateTime(2013,11,26,14,0, 0) },
new OHLCBar {Open = 13.75m, High =13.75m, Low = 13.7m, Close = 13.7m, Volume = 7597, DT = new DateTime(2013,11,26,15,0, 0) },
new OHLCBar {Open = 13.75m, High =13.75m, Low = 13.75m, Close = 13.75m, Volume = 1238, DT = new DateTime(2013,11,26,15,30, 0) },
new OHLCBar {Open = 13.75m, High =13.75m, Low = 13.75m, Close = 13.75m, Volume = 0, DT = new DateTime(2013,11,26,16,0, 0) },
new OHLCBar {Open = 13.75m, High =13.75m, Low = 13.75m, Close = 13.75m, Volume = 2, DT = new DateTime(2013,11,27,2,0, 0) },
new OHLCBar {Open = 13.7m, High =13.7m, Low = 13.7m, Close = 13.7m, Volume = 10, DT = new DateTime(2013,11,27,3,0, 0) },
new OHLCBar {Open = 13.75m, High =13.75m, Low = 13.7m, Close = 13.75m, Volume = 42, DT = new DateTime(2013,11,27,4,0, 0) },
new OHLCBar {Open = 13.7m, High =13.75m, Low = 13.7m, Close = 13.7m, Volume = 83, DT = new DateTime(2013,11,27,5,0, 0) },
new OHLCBar {Open = 13.7m, High =13.75m, Low = 13.7m, Close = 13.75m, Volume = 149, DT = new DateTime(2013,11,27,6,0, 0) },
new OHLCBar {Open = 13.7m, High =13.75m, Low = 13.65m, Close = 13.65m, Volume = 202, DT = new DateTime(2013,11,27,7,0, 0) },
new OHLCBar {Open = 13.65m, High =13.75m, Low = 13.65m, Close = 13.7m, Volume = 3655, DT = new DateTime(2013,11,27,8,0, 0) },
new OHLCBar {Open = 13.7m, High =13.75m, Low = 13.65m, Close = 13.65m, Volume = 3224, DT = new DateTime(2013,11,27,9,0, 0) },
new OHLCBar {Open = 13.65m, High =13.7m, Low = 13.65m, Close = 13.7m, Volume = 818, DT = new DateTime(2013,11,27,10,0, 0) },
new OHLCBar {Open = 13.7m, High =13.8m, Low = 13.7m, Close = 13.8m, Volume = 1847, DT = new DateTime(2013,11,27,11,0, 0) },
new OHLCBar {Open = 13.75m, High =13.8m, Low = 13.7m, Close = 13.7m, Volume = 1525, DT = new DateTime(2013,11,27,12,0, 0) },
new OHLCBar {Open = 13.7m, High =13.75m, Low = 13.7m, Close = 13.7m, Volume = 331, DT = new DateTime(2013,11,27,13,0, 0) },
new OHLCBar {Open = 13.7m, High =13.8m, Low = 13.7m, Close = 13.8m, Volume = 2338, DT = new DateTime(2013,11,27,14,0, 0) },
new OHLCBar {Open = 13.75m, High =13.85m, Low = 13.75m, Close = 13.85m, Volume = 5911, DT = new DateTime(2013,11,27,15,0, 0) },
new OHLCBar {Open = 13.8m, High =13.85m, Low = 13.8m, Close = 13.85m, Volume = 1662, DT = new DateTime(2013,11,27,15,30, 0) },
new OHLCBar {Open = 13.8m, High =13.8m, Low = 13.8m, Close = 13.8m, Volume = 290, DT = new DateTime(2013,11,27,16,0, 0) },
new OHLCBar {Open = 13.65m, High =13.8m, Low = 13.65m, Close = 13.65m, Volume = 440, DT = new DateTime(2013,11,29,2,0, 0) },
new OHLCBar {Open = 13.65m, High =13.65m, Low = 13.6m, Close = 13.65m, Volume = 218, DT = new DateTime(2013,11,29,3,0, 0) },
new OHLCBar {Open = 13.65m, High =13.65m, Low = 13.65m, Close = 13.65m, Volume = 10, DT = new DateTime(2013,11,29,4,0, 0) },
new OHLCBar {Open = 13.65m, High =13.65m, Low = 13.65m, Close = 13.65m, Volume = 0, DT = new DateTime(2013,11,29,5,0, 0) },
new OHLCBar {Open = 13.7m, High =13.7m, Low = 13.7m, Close = 13.7m, Volume = 10, DT = new DateTime(2013,11,29,6,0, 0) },
new OHLCBar {Open = 13.7m, High =13.75m, Low = 13.65m, Close = 13.7m, Volume = 512, DT = new DateTime(2013,11,29,7,0, 0) },
new OHLCBar {Open = 13.7m, High =13.8m, Low = 13.7m, Close = 13.8m, Volume = 1619, DT = new DateTime(2013,11,29,8,0, 0) },
new OHLCBar {Open = 13.8m, High =13.9m, Low = 13.75m, Close = 13.85m, Volume = 2670, DT = new DateTime(2013,11,29,9,0, 0) },
new OHLCBar {Open = 13.9m, High =13.9m, Low = 13.85m, Close = 13.85m, Volume = 1239, DT = new DateTime(2013,11,29,10,0, 0) },
new OHLCBar {Open = 13.85m, High =14m, Low = 13.8m, Close = 13.95m, Volume = 5717, DT = new DateTime(2013,11,29,11,0, 0) },
new OHLCBar {Open = 13.95m, High =14m, Low = 13.9m, Close = 13.9m, Volume = 4542, DT = new DateTime(2013,11,29,12,0, 0) },
new OHLCBar {Open = 13.95m, High =14m, Low = 13.9m, Close = 14m, Volume = 167, DT = new DateTime(2013,12,2,2,0, 0) },
new OHLCBar {Open = 13.95m, High =13.95m, Low = 13.95m, Close = 13.95m, Volume = 18, DT = new DateTime(2013,12,2,3,0, 0) },
new OHLCBar {Open = 13.95m, High =14.05m, Low = 13.95m, Close = 14m, Volume = 243, DT = new DateTime(2013,12,2,4,0, 0) },
new OHLCBar {Open = 14.05m, High =14.05m, Low = 14.05m, Close = 14.05m, Volume = 25, DT = new DateTime(2013,12,2,5,0, 0) },
new OHLCBar {Open = 14m, High =14m, Low = 13.95m, Close = 13.95m, Volume = 212, DT = new DateTime(2013,12,2,6,0, 0) },
new OHLCBar {Open = 14m, High =14m, Low = 13.95m, Close = 13.95m, Volume = 399, DT = new DateTime(2013,12,2,7,0, 0) },
new OHLCBar {Open = 13.95m, High =14.15m, Low = 13.9m, Close = 14.05m, Volume = 4043, DT = new DateTime(2013,12,2,8,0, 0) },
new OHLCBar {Open = 14.1m, High =14.1m, Low = 14m, Close = 14.05m, Volume = 4293, DT = new DateTime(2013,12,2,9,0, 0) },
new OHLCBar {Open = 14m, High =14.1m, Low = 14m, Close = 14m, Volume = 1741, DT = new DateTime(2013,12,2,10,0, 0) },
new OHLCBar {Open = 14m, High =14.05m, Low = 13.95m, Close = 14m, Volume = 1458, DT = new DateTime(2013,12,2,11,0, 0) },
new OHLCBar {Open = 13.95m, High =14.05m, Low = 13.95m, Close = 14.05m, Volume = 4294, DT = new DateTime(2013,12,2,12,0, 0) },
new OHLCBar {Open = 14m, High =14.15m, Low = 14m, Close = 14.1m, Volume = 5193, DT = new DateTime(2013,12,2,13,0, 0) },
new OHLCBar {Open = 14.1m, High =14.3m, Low = 14.1m, Close = 14.15m, Volume = 6687, DT = new DateTime(2013,12,2,14,0, 0) },
new OHLCBar {Open = 14.2m, High =14.3m, Low = 14.15m, Close = 14.3m, Volume = 4937, DT = new DateTime(2013,12,2,15,0, 0) },
new OHLCBar {Open = 14.25m, High =14.25m, Low = 14.2m, Close = 14.25m, Volume = 510, DT = new DateTime(2013,12,2,15,30, 0) },
new OHLCBar {Open = 14.25m, High =14.25m, Low = 14.25m, Close = 14.25m, Volume = 26, DT = new DateTime(2013,12,2,16,0, 0) },
new OHLCBar {Open = 14.2m, High =14.25m, Low = 14.2m, Close = 14.2m, Volume = 7, DT = new DateTime(2013,12,3,2,0, 0) },
new OHLCBar {Open = 14.25m, High =14.3m, Low = 14.2m, Close = 14.3m, Volume = 49, DT = new DateTime(2013,12,3,3,0, 0) },
new OHLCBar {Open = 14.35m, High =14.4m, Low = 14.3m, Close = 14.4m, Volume = 122, DT = new DateTime(2013,12,3,4,0, 0) },
new OHLCBar {Open = 14.4m, High =14.5m, Low = 14.4m, Close = 14.45m, Volume = 231, DT = new DateTime(2013,12,3,5,0, 0) },
new OHLCBar {Open = 14.45m, High =14.45m, Low = 14.4m, Close = 14.4m, Volume = 267, DT = new DateTime(2013,12,3,6,0, 0) },
new OHLCBar {Open = 14.4m, High =14.5m, Low = 14.35m, Close = 14.5m, Volume = 918, DT = new DateTime(2013,12,3,7,0, 0) },
new OHLCBar {Open = 14.5m, High =14.5m, Low = 14.35m, Close = 14.4m, Volume = 4598, DT = new DateTime(2013,12,3,8,0, 0) },
new OHLCBar {Open = 14.35m, High =14.45m, Low = 14.3m, Close = 14.4m, Volume = 6366, DT = new DateTime(2013,12,3,9,0, 0) },
new OHLCBar {Open = 14.4m, High =15m, Low = 14.4m, Close = 14.85m, Volume = 17904, DT = new DateTime(2013,12,3,10,0, 0) },
new OHLCBar {Open = 14.85m, High =14.95m, Low = 14.7m, Close = 14.9m, Volume = 11060, DT = new DateTime(2013,12,3,11,0, 0) },
new OHLCBar {Open = 14.9m, High =15m, Low = 14.85m, Close = 14.9m, Volume = 2960, DT = new DateTime(2013,12,3,12,0, 0) },
new OHLCBar {Open = 14.95m, High =14.95m, Low = 14.7m, Close = 14.7m, Volume = 6299, DT = new DateTime(2013,12,3,13,0, 0) },
new OHLCBar {Open = 14.7m, High =14.8m, Low = 14.5m, Close = 14.55m, Volume = 4864, DT = new DateTime(2013,12,3,14,0, 0) },
new OHLCBar {Open = 14.5m, High =14.7m, Low = 14.5m, Close = 14.65m, Volume = 5789, DT = new DateTime(2013,12,3,15,0, 0) },
new OHLCBar {Open = 14.6m, High =14.65m, Low = 14.6m, Close = 14.6m, Volume = 495, DT = new DateTime(2013,12,3,15,30, 0) },
new OHLCBar {Open = 14.65m, High =14.65m, Low = 14.65m, Close = 14.65m, Volume = 2, DT = new DateTime(2013,12,3,16,0, 0) },
new OHLCBar {Open = 14.65m, High =14.65m, Low = 14.55m, Close = 14.55m, Volume = 79, DT = new DateTime(2013,12,4,2,0, 0) },
new OHLCBar {Open = 14.6m, High =14.6m, Low = 14.55m, Close = 14.55m, Volume = 64, DT = new DateTime(2013,12,4,3,0, 0) },
new OHLCBar {Open = 14.6m, High =14.65m, Low = 14.6m, Close = 14.65m, Volume = 9, DT = new DateTime(2013,12,4,4,0, 0) },
new OHLCBar {Open = 14.65m, High =14.65m, Low = 14.6m, Close = 14.65m, Volume = 48, DT = new DateTime(2013,12,4,5,0, 0) },
new OHLCBar {Open = 14.65m, High =14.75m, Low = 14.65m, Close = 14.75m, Volume = 183, DT = new DateTime(2013,12,4,6,0, 0) },
new OHLCBar {Open = 14.75m, High =14.9m, Low = 14.75m, Close = 14.8m, Volume = 984, DT = new DateTime(2013,12,4,7,0, 0) },
new OHLCBar {Open = 14.85m, High =14.95m, Low = 14.75m, Close = 14.75m, Volume = 4623, DT = new DateTime(2013,12,4,8,0, 0) },
new OHLCBar {Open = 14.75m, High =14.75m, Low = 14.4m, Close = 14.45m, Volume = 6266, DT = new DateTime(2013,12,4,9,0, 0) },
new OHLCBar {Open = 14.5m, High =14.65m, Low = 14.45m, Close = 14.5m, Volume = 4234, DT = new DateTime(2013,12,4,10,0, 0) },
new OHLCBar {Open = 14.55m, High =14.75m, Low = 14.5m, Close = 14.55m, Volume = 6862, DT = new DateTime(2013,12,4,11,0, 0) },
new OHLCBar {Open = 14.55m, High =15.15m, Low = 14.5m, Close = 14.85m, Volume = 11616, DT = new DateTime(2013,12,4,12,0, 0) },
new OHLCBar {Open = 14.85m, High =14.85m, Low = 14.5m, Close = 14.6m, Volume = 6437, DT = new DateTime(2013,12,4,13,0, 0) },
new OHLCBar {Open = 14.55m, High =14.6m, Low = 14.2m, Close = 14.25m, Volume = 15502, DT = new DateTime(2013,12,4,14,0, 0) },
new OHLCBar {Open = 14.25m, High =14.25m, Low = 14.2m, Close = 14.25m, Volume = 10467, DT = new DateTime(2013,12,4,15,0, 0) },
new OHLCBar {Open = 14.25m, High =14.25m, Low = 14.15m, Close = 14.15m, Volume = 2609, DT = new DateTime(2013,12,4,15,30, 0) },
new OHLCBar {Open = 14.2m, High =14.2m, Low = 14.2m, Close = 14.2m, Volume = 73, DT = new DateTime(2013,12,4,16,0, 0) },
new OHLCBar {Open = 14.3m, High =14.35m, Low = 14.25m, Close = 14.25m, Volume = 199, DT = new DateTime(2013,12,5,2,0, 0) },
new OHLCBar {Open = 14.25m, High =14.25m, Low = 14.2m, Close = 14.2m, Volume = 82, DT = new DateTime(2013,12,5,3,0, 0) },
new OHLCBar {Open = 14.2m, High =14.2m, Low = 14.2m, Close = 14.2m, Volume = 6, DT = new DateTime(2013,12,5,4,0, 0) },
new OHLCBar {Open = 14.25m, High =14.3m, Low = 14.2m, Close = 14.3m, Volume = 169, DT = new DateTime(2013,12,5,5,0, 0) },
new OHLCBar {Open = 14.25m, High =14.3m, Low = 14.2m, Close = 14.25m, Volume = 811, DT = new DateTime(2013,12,5,6,0, 0) },
new OHLCBar {Open = 14.2m, High =14.25m, Low = 14.15m, Close = 14.15m, Volume = 820, DT = new DateTime(2013,12,5,7,0, 0) },
new OHLCBar {Open = 14.2m, High =14.45m, Low = 14.15m, Close = 14.4m, Volume = 6933, DT = new DateTime(2013,12,5,8,0, 0) },
new OHLCBar {Open = 14.4m, High =14.6m, Low = 14.25m, Close = 14.5m, Volume = 6565, DT = new DateTime(2013,12,5,9,0, 0) },
new OHLCBar {Open = 14.5m, High =14.55m, Low = 14.35m, Close = 14.5m, Volume = 4205, DT = new DateTime(2013,12,5,10,0, 0) },
new OHLCBar {Open = 14.5m, High =14.5m, Low = 14.35m, Close = 14.4m, Volume = 3087, DT = new DateTime(2013,12,5,11,0, 0) },
new OHLCBar {Open = 14.35m, High =14.55m, Low = 14.35m, Close = 14.55m, Volume = 3566, DT = new DateTime(2013,12,5,12,0, 0) },
new OHLCBar {Open = 14.55m, High =14.6m, Low = 14.5m, Close = 14.6m, Volume = 3163, DT = new DateTime(2013,12,5,13,0, 0) },
new OHLCBar {Open = 14.6m, High =14.6m, Low = 14.35m, Close = 14.4m, Volume = 8006, DT = new DateTime(2013,12,5,14,0, 0) },
new OHLCBar {Open = 14.4m, High =14.55m, Low = 14.4m, Close = 14.55m, Volume = 5853, DT = new DateTime(2013,12,5,15,0, 0) },
new OHLCBar {Open = 14.55m, High =14.55m, Low = 14.5m, Close = 14.55m, Volume = 1078, DT = new DateTime(2013,12,5,15,30, 0) },
new OHLCBar {Open = 14.55m, High =14.55m, Low = 14.55m, Close = 14.55m, Volume = 15, DT = new DateTime(2013,12,5,16,0, 0) },
new OHLCBar {Open = 14.5m, High =14.5m, Low = 14.4m, Close = 14.4m, Volume = 25, DT = new DateTime(2013,12,6,2,0, 0) },
new OHLCBar {Open = 14.4m, High =14.45m, Low = 14.25m, Close = 14.25m, Volume = 125, DT = new DateTime(2013,12,6,3,0, 0) },
new OHLCBar {Open = 14.3m, High =14.3m, Low = 14.3m, Close = 14.3m, Volume = 3, DT = new DateTime(2013,12,6,4,0, 0) },
new OHLCBar {Open = 14.3m, High =14.35m, Low = 14.25m, Close = 14.3m, Volume = 120, DT = new DateTime(2013,12,6,5,0, 0) },
new OHLCBar {Open = 14.3m, High =14.4m, Low = 14.3m, Close = 14.35m, Volume = 231, DT = new DateTime(2013,12,6,6,0, 0) },
new OHLCBar {Open = 14.35m, High =14.45m, Low = 13.95m, Close = 14.05m, Volume = 4530, DT = new DateTime(2013,12,6,7,0, 0) },
new OHLCBar {Open = 14.05m, High =14.1m, Low = 13.95m, Close = 14.05m, Volume = 6995, DT = new DateTime(2013,12,6,8,0, 0) },
new OHLCBar {Open = 14.05m, High =14.15m, Low = 14.05m, Close = 14.05m, Volume = 4922, DT = new DateTime(2013,12,6,9,0, 0) },
new OHLCBar {Open = 14.05m, High =14.1m, Low = 13.9m, Close = 13.9m, Volume = 2694, DT = new DateTime(2013,12,6,10,0, 0) },
new OHLCBar {Open = 13.9m, High =13.95m, Low = 13.8m, Close = 13.85m, Volume = 3443, DT = new DateTime(2013,12,6,11,0, 0) },
new OHLCBar {Open = 13.8m, High =13.9m, Low = 13.8m, Close = 13.8m, Volume = 2113, DT = new DateTime(2013,12,6,12,0, 0) },
new OHLCBar {Open = 13.85m, High =13.85m, Low = 13.75m, Close = 13.8m, Volume = 2943, DT = new DateTime(2013,12,6,13,0, 0) },
new OHLCBar {Open = 13.85m, High =13.95m, Low = 13.8m, Close = 13.85m, Volume = 3015, DT = new DateTime(2013,12,6,14,0, 0) },
new OHLCBar {Open = 13.9m, High =13.95m, Low = 13.85m, Close = 13.95m, Volume = 5971, DT = new DateTime(2013,12,6,15,0, 0) },
new OHLCBar {Open = 13.9m, High =13.9m, Low = 13.85m, Close = 13.85m, Volume = 48, DT = new DateTime(2013,12,9,2,0, 0) },
new OHLCBar {Open = 13.85m, High =13.85m, Low = 13.85m, Close = 13.85m, Volume = 71, DT = new DateTime(2013,12,9,3,0, 0) },
new OHLCBar {Open = 13.8m, High =13.85m, Low = 13.8m, Close = 13.85m, Volume = 15, DT = new DateTime(2013,12,9,4,0, 0) },
new OHLCBar {Open = 13.9m, High =13.9m, Low = 13.85m, Close = 13.85m, Volume = 13, DT = new DateTime(2013,12,9,5,0, 0) },
new OHLCBar {Open = 13.85m, High =13.85m, Low = 13.85m, Close = 13.85m, Volume = 16, DT = new DateTime(2013,12,9,6,0, 0) },
new OHLCBar {Open = 13.8m, High =13.85m, Low = 13.8m, Close = 13.8m, Volume = 221, DT = new DateTime(2013,12,9,7,0, 0) },
new OHLCBar {Open = 13.8m, High =13.95m, Low = 13.7m, Close = 13.75m, Volume = 3130, DT = new DateTime(2013,12,9,8,0, 0) },
new OHLCBar {Open = 13.75m, High =13.95m, Low = 13.75m, Close = 13.9m, Volume = 3064, DT = new DateTime(2013,12,9,9,0, 0) },
new OHLCBar {Open = 13.9m, High =13.9m, Low = 13.7m, Close = 13.75m, Volume = 5920, DT = new DateTime(2013,12,9,10,0, 0) },
new OHLCBar {Open = 13.75m, High =13.8m, Low = 13.7m, Close = 13.7m, Volume = 4058, DT = new DateTime(2013,12,9,11,0, 0) },
new OHLCBar {Open = 13.7m, High =13.85m, Low = 13.7m, Close = 13.85m, Volume = 3634, DT = new DateTime(2013,12,9,12,0, 0) },
new OHLCBar {Open = 13.8m, High =13.85m, Low = 13.7m, Close = 13.7m, Volume = 2227, DT = new DateTime(2013,12,9,13,0, 0) },
new OHLCBar {Open = 13.7m, High =13.8m, Low = 13.7m, Close = 13.75m, Volume = 6069, DT = new DateTime(2013,12,9,14,0, 0) },
new OHLCBar {Open = 13.7m, High =13.8m, Low = 13.7m, Close = 13.8m, Volume = 4816, DT = new DateTime(2013,12,9,15,0, 0) },
new OHLCBar {Open = 13.75m, High =13.8m, Low = 13.75m, Close = 13.75m, Volume = 132, DT = new DateTime(2013,12,9,15,30, 0) },
new OHLCBar {Open = 13.75m, High =13.8m, Low = 13.75m, Close = 13.8m, Volume = 83, DT = new DateTime(2013,12,9,16,0, 0) },
new OHLCBar {Open = 13.8m, High =13.85m, Low = 13.6m, Close = 13.75m, Volume = 93, DT = new DateTime(2013,12,10,2,0, 0) },
new OHLCBar {Open = 13.7m, High =13.7m, Low = 13.7m, Close = 13.7m, Volume = 10, DT = new DateTime(2013,12,10,3,0, 0) },
new OHLCBar {Open = 13.7m, High =13.7m, Low = 13.7m, Close = 13.7m, Volume = 2, DT = new DateTime(2013,12,10,4,0, 0) },
new OHLCBar {Open = 13.7m, High =13.7m, Low = 13.65m, Close = 13.7m, Volume = 5, DT = new DateTime(2013,12,10,5,0, 0) },
new OHLCBar {Open = 13.75m, High =13.8m, Low = 13.75m, Close = 13.8m, Volume = 85, DT = new DateTime(2013,12,10,6,0, 0) },
new OHLCBar {Open = 13.8m, High =13.95m, Low = 13.8m, Close = 13.95m, Volume = 684, DT = new DateTime(2013,12,10,7,0, 0) },
new OHLCBar {Open = 13.95m, High =13.95m, Low = 13.8m, Close = 13.85m, Volume = 4525, DT = new DateTime(2013,12,10,8,0, 0) },
new OHLCBar {Open = 13.85m, High =13.9m, Low = 13.7m, Close = 13.8m, Volume = 2949, DT = new DateTime(2013,12,10,9,0, 0) },
new OHLCBar {Open = 13.8m, High =13.9m, Low = 13.75m, Close = 13.8m, Volume = 2292, DT = new DateTime(2013,12,10,10,0, 0) },
new OHLCBar {Open = 13.8m, High =13.95m, Low = 13.75m, Close = 13.8m, Volume = 6302, DT = new DateTime(2013,12,10,11,0, 0) },
new OHLCBar {Open = 13.8m, High =13.85m, Low = 13.7m, Close = 13.8m, Volume = 6389, DT = new DateTime(2013,12,10,12,0, 0) },
new OHLCBar {Open = 13.8m, High =13.85m, Low = 13.8m, Close = 13.8m, Volume = 1376, DT = new DateTime(2013,12,10,13,0, 0) },
new OHLCBar {Open = 13.8m, High =13.85m, Low = 13.7m, Close = 13.8m, Volume = 3892, DT = new DateTime(2013,12,10,14,0, 0) },
new OHLCBar {Open = 13.8m, High =13.95m, Low = 13.8m, Close = 13.9m, Volume = 7447, DT = new DateTime(2013,12,10,15,0, 0) },
new OHLCBar {Open = 13.85m, High =13.95m, Low = 13.85m, Close = 13.9m, Volume = 730, DT = new DateTime(2013,12,10,15,30, 0) },
new OHLCBar {Open = 13.9m, High =13.9m, Low = 13.9m, Close = 13.9m, Volume = 28, DT = new DateTime(2013,12,10,16,0, 0) },
new OHLCBar {Open = 13.9m, High =14m, Low = 13.9m, Close = 13.9m, Volume = 107, DT = new DateTime(2013,12,11,2,0, 0) },
new OHLCBar {Open = 13.9m, High =13.95m, Low = 13.9m, Close = 13.95m, Volume = 60, DT = new DateTime(2013,12,11,3,0, 0) },
new OHLCBar {Open = 13.9m, High =13.9m, Low = 13.9m, Close = 13.9m, Volume = 35, DT = new DateTime(2013,12,11,4,0, 0) },
new OHLCBar {Open = 13.85m, High =13.95m, Low = 13.85m, Close = 13.95m, Volume = 108, DT = new DateTime(2013,12,11,5,0, 0) },
new OHLCBar {Open = 13.9m, High =13.9m, Low = 13.85m, Close = 13.85m, Volume = 46, DT = new DateTime(2013,12,11,6,0, 0) },
new OHLCBar {Open = 13.85m, High =13.9m, Low = 13.8m, Close = 13.85m, Volume = 351, DT = new DateTime(2013,12,11,7,0, 0) },
new OHLCBar {Open = 13.85m, High =14.55m, Low = 13.85m, Close = 14.25m, Volume = 16109, DT = new DateTime(2013,12,11,8,0, 0) },
new OHLCBar {Open = 14.25m, High =14.45m, Low = 14.25m, Close = 14.35m, Volume = 11926, DT = new DateTime(2013,12,11,9,0, 0) },
new OHLCBar {Open = 14.35m, High =14.55m, Low = 14.3m, Close = 14.45m, Volume = 6147, DT = new DateTime(2013,12,11,10,0, 0) },
new OHLCBar {Open = 14.45m, High =14.65m, Low = 14.4m, Close = 14.5m, Volume = 5202, DT = new DateTime(2013,12,11,11,0, 0) },
new OHLCBar {Open = 14.5m, High =14.55m, Low = 14.35m, Close = 14.35m, Volume = 4142, DT = new DateTime(2013,12,11,12,0, 0) },
new OHLCBar {Open = 14.35m, High =14.55m, Low = 14.35m, Close = 14.55m, Volume = 4654, DT = new DateTime(2013,12,11,13,0, 0) },
new OHLCBar {Open = 14.55m, High =14.9m, Low = 14.5m, Close = 14.8m, Volume = 13947, DT = new DateTime(2013,12,11,14,0, 0) },
new OHLCBar {Open = 14.85m, High =15m, Low = 14.8m, Close = 14.9m, Volume = 6124, DT = new DateTime(2013,12,11,15,0, 0) },
new OHLCBar {Open = 14.9m, High =14.9m, Low = 14.8m, Close = 14.85m, Volume = 325, DT = new DateTime(2013,12,11,15,30, 0) },
new OHLCBar {Open = 14.9m, High =14.9m, Low = 14.85m, Close = 14.85m, Volume = 55, DT = new DateTime(2013,12,11,16,0, 0) },
new OHLCBar {Open = 14.8m, High =14.8m, Low = 14.65m, Close = 14.8m, Volume = 155, DT = new DateTime(2013,12,12,2,0, 0) },
new OHLCBar {Open = 14.8m, High =14.8m, Low = 14.7m, Close = 14.75m, Volume = 104, DT = new DateTime(2013,12,12,3,0, 0) },
new OHLCBar {Open = 14.8m, High =14.9m, Low = 14.75m, Close = 14.9m, Volume = 89, DT = new DateTime(2013,12,12,4,0, 0) },
new OHLCBar {Open = 14.9m, High =14.95m, Low = 14.9m, Close = 14.95m, Volume = 117, DT = new DateTime(2013,12,12,5,0, 0) },
new OHLCBar {Open = 14.95m, High =15.05m, Low = 14.9m, Close = 15m, Volume = 307, DT = new DateTime(2013,12,12,6,0, 0) },
new OHLCBar {Open = 15m, High =15.1m, Low = 14.45m, Close = 14.45m, Volume = 3667, DT = new DateTime(2013,12,12,7,0, 0) },
new OHLCBar {Open = 14.5m, High =15.25m, Low = 14.5m, Close = 15.1m, Volume = 10093, DT = new DateTime(2013,12,12,8,0, 0) },
new OHLCBar {Open = 15.05m, High =15.2m, Low = 14.95m, Close = 15.05m, Volume = 7398, DT = new DateTime(2013,12,12,9,0, 0) },
new OHLCBar {Open = 15.05m, High =15.3m, Low = 14.95m, Close = 15.3m, Volume = 9263, DT = new DateTime(2013,12,12,10,0, 0) },
new OHLCBar {Open = 15.25m, High =15.85m, Low = 15.25m, Close = 15.6m, Volume = 18435, DT = new DateTime(2013,12,12,11,0, 0) },
new OHLCBar {Open = 15.6m, High =15.65m, Low = 15.3m, Close = 15.35m, Volume = 5706, DT = new DateTime(2013,12,12,12,0, 0) },
new OHLCBar {Open = 15.35m, High =15.35m, Low = 15m, Close = 15.1m, Volume = 4651, DT = new DateTime(2013,12,12,13,0, 0) },
new OHLCBar {Open = 15.1m, High =15.4m, Low = 15.1m, Close = 15.35m, Volume = 4210, DT = new DateTime(2013,12,12,14,0, 0) },
new OHLCBar {Open = 15.35m, High =15.45m, Low = 15.35m, Close = 15.4m, Volume = 4049, DT = new DateTime(2013,12,12,15,0, 0) },
new OHLCBar {Open = 15.4m, High =15.5m, Low = 15.4m, Close = 15.5m, Volume = 410, DT = new DateTime(2013,12,12,15,30, 0) },
new OHLCBar {Open = 15.5m, High =15.55m, Low = 15.5m, Close = 15.55m, Volume = 106, DT = new DateTime(2013,12,12,16,0, 0) },
new OHLCBar {Open = 15.4m, High =15.45m, Low = 15.05m, Close = 15.05m, Volume = 173, DT = new DateTime(2013,12,13,2,0, 0) },
new OHLCBar {Open = 15.1m, High =15.2m, Low = 14.95m, Close = 14.95m, Volume = 141, DT = new DateTime(2013,12,13,3,0, 0) },
new OHLCBar {Open = 15.05m, High =15.15m, Low = 15.05m, Close = 15.05m, Volume = 10, DT = new DateTime(2013,12,13,4,0, 0) },
new OHLCBar {Open = 15.05m, High =15.1m, Low = 15m, Close = 15.1m, Volume = 25, DT = new DateTime(2013,12,13,5,0, 0) },
new OHLCBar {Open = 15.05m, High =15.15m, Low = 15.05m, Close = 15.1m, Volume = 89, DT = new DateTime(2013,12,13,6,0, 0) },
new OHLCBar {Open = 15.15m, High =15.3m, Low = 15.1m, Close = 15.3m, Volume = 338, DT = new DateTime(2013,12,13,7,0, 0) },
new OHLCBar {Open = 15.25m, High =15.4m, Low = 15.1m, Close = 15.4m, Volume = 4822, DT = new DateTime(2013,12,13,8,0, 0) },
new OHLCBar {Open = 15.35m, High =15.55m, Low = 15.3m, Close = 15.4m, Volume = 6633, DT = new DateTime(2013,12,13,9,0, 0) },
new OHLCBar {Open = 15.4m, High =15.55m, Low = 15.35m, Close = 15.4m, Volume = 3020, DT = new DateTime(2013,12,13,10,0, 0) },
new OHLCBar {Open = 15.45m, High =15.5m, Low = 15.3m, Close = 15.4m, Volume = 2529, DT = new DateTime(2013,12,13,11,0, 0) },
new OHLCBar {Open = 15.35m, High =15.4m, Low = 15.3m, Close = 15.35m, Volume = 2522, DT = new DateTime(2013,12,13,12,0, 0) },
new OHLCBar {Open = 15.35m, High =15.55m, Low = 15.35m, Close = 15.35m, Volume = 3643, DT = new DateTime(2013,12,13,13,0, 0) },
new OHLCBar {Open = 15.35m, High =15.45m, Low = 15.25m, Close = 15.4m, Volume = 6636, DT = new DateTime(2013,12,13,14,0, 0) },
new OHLCBar {Open = 15.4m, High =15.55m, Low = 15.4m, Close = 15.45m, Volume = 3011, DT = new DateTime(2013,12,13,15,0, 0) },
new OHLCBar {Open = 15.7m, High =15.7m, Low = 15.6m, Close = 15.7m, Volume = 171, DT = new DateTime(2013,12,16,2,0, 0) },
new OHLCBar {Open = 15.65m, High =15.65m, Low = 15.45m, Close = 15.45m, Volume = 224, DT = new DateTime(2013,12,16,3,0, 0) },
new OHLCBar {Open = 15.45m, High =15.45m, Low = 15.3m, Close = 15.4m, Volume = 31, DT = new DateTime(2013,12,16,4,0, 0) },
new OHLCBar {Open = 15.4m, High =15.4m, Low = 15.25m, Close = 15.25m, Volume = 19, DT = new DateTime(2013,12,16,5,0, 0) },
new OHLCBar {Open = 15.25m, High =15.25m, Low = 15.15m, Close = 15.15m, Volume = 206, DT = new DateTime(2013,12,16,6,0, 0) },
new OHLCBar {Open = 15.15m, High =15.3m, Low = 15.15m, Close = 15.25m, Volume = 489, DT = new DateTime(2013,12,16,7,0, 0) },
new OHLCBar {Open = 15.25m, High =15.3m, Low = 15m, Close = 15.05m, Volume = 6773, DT = new DateTime(2013,12,16,8,0, 0) },
new OHLCBar {Open = 15.05m, High =15.25m, Low = 15m, Close = 15.15m, Volume = 9629, DT = new DateTime(2013,12,16,9,0, 0) },
new OHLCBar {Open = 15.2m, High =15.35m, Low = 15.2m, Close = 15.35m, Volume = 5419, DT = new DateTime(2013,12,16,10,0, 0) },
new OHLCBar {Open = 15.35m, High =15.65m, Low = 15.3m, Close = 15.65m, Volume = 3873, DT = new DateTime(2013,12,16,11,0, 0) },
new OHLCBar {Open = 15.6m, High =15.8m, Low = 15.6m, Close = 15.6m, Volume = 8878, DT = new DateTime(2013,12,16,12,0, 0) },
new OHLCBar {Open = 15.65m, High =15.75m, Low = 15.55m, Close = 15.7m, Volume = 2179, DT = new DateTime(2013,12,16,13,0, 0) },
new OHLCBar {Open = 15.75m, High =15.85m, Low = 15.7m, Close = 15.8m, Volume = 5237, DT = new DateTime(2013,12,16,14,0, 0) },
new OHLCBar {Open = 15.75m, High =15.9m, Low = 15.75m, Close = 15.9m, Volume = 3546, DT = new DateTime(2013,12,16,15,0, 0) },
new OHLCBar {Open = 15.85m, High =15.9m, Low = 15.85m, Close = 15.9m, Volume = 119, DT = new DateTime(2013,12,16,15,30, 0) },
new OHLCBar {Open = 15.9m, High =15.9m, Low = 15.9m, Close = 15.9m, Volume = 0, DT = new DateTime(2013,12,16,16,0, 0) },
new OHLCBar {Open = 15.85m, High =15.85m, Low = 15.8m, Close = 15.85m, Volume = 41, DT = new DateTime(2013,12,17,2,0, 0) },
new OHLCBar {Open = 15.9m, High =15.9m, Low = 15.85m, Close = 15.9m, Volume = 153, DT = new DateTime(2013,12,17,3,0, 0) },
new OHLCBar {Open = 15.85m, High =15.85m, Low = 15.85m, Close = 15.85m, Volume = 1, DT = new DateTime(2013,12,17,4,0, 0) },
new OHLCBar {Open = 15.85m, High =15.85m, Low = 15.85m, Close = 15.85m, Volume = 4, DT = new DateTime(2013,12,17,5,0, 0) },
new OHLCBar {Open = 15.85m, High =15.9m, Low = 15.75m, Close = 15.8m, Volume = 159, DT = new DateTime(2013,12,17,6,0, 0) },
new OHLCBar {Open = 15.85m, High =15.9m, Low = 15.75m, Close = 15.8m, Volume = 618, DT = new DateTime(2013,12,17,7,0, 0) },
new OHLCBar {Open = 15.8m, High =16.25m, Low = 15.8m, Close = 16.05m, Volume = 5599, DT = new DateTime(2013,12,17,8,0, 0) },
new OHLCBar {Open = 16.05m, High =16.25m, Low = 15.95m, Close = 16.2m, Volume = 7717, DT = new DateTime(2013,12,17,9,0, 0) },
new OHLCBar {Open = 16.25m, High =16.4m, Low = 16.25m, Close = 16.25m, Volume = 3457, DT = new DateTime(2013,12,17,10,0, 0) },
new OHLCBar {Open = 16.25m, High =16.3m, Low = 16.15m, Close = 16.15m, Volume = 2413, DT = new DateTime(2013,12,17,11,0, 0) },
new OHLCBar {Open = 16.2m, High =16.2m, Low = 16.1m, Close = 16.15m, Volume = 2482, DT = new DateTime(2013,12,17,12,0, 0) },
new OHLCBar {Open = 16.1m, High =16.1m, Low = 15.75m, Close = 15.85m, Volume = 5850, DT = new DateTime(2013,12,17,13,0, 0) },
new OHLCBar {Open = 15.85m, High =16.05m, Low = 15.8m, Close = 16.05m, Volume = 6192, DT = new DateTime(2013,12,17,14,0, 0) },
new OHLCBar {Open = 16.1m, High =16.25m, Low = 16.05m, Close = 16.25m, Volume = 3285, DT = new DateTime(2013,12,17,15,0, 0) },
            };

            var jan14 = new List<OHLCBar>
            {
                new OHLCBar {Open = 15.15m, High =15.2m, Low = 15.1m, Close = 15.15m, Volume = 118, DT = new DateTime(2013,12,2,2,0, 0) },
new OHLCBar {Open = 15.1m, High =15.15m, Low = 15.1m, Close = 15.15m, Volume = 50, DT = new DateTime(2013,12,2,3,0, 0) },
new OHLCBar {Open = 15.15m, High =15.2m, Low = 15.1m, Close = 15.1m, Volume = 153, DT = new DateTime(2013,12,2,4,0, 0) },
new OHLCBar {Open = 15.1m, High =15.15m, Low = 15.05m, Close = 15.05m, Volume = 38, DT = new DateTime(2013,12,2,5,0, 0) },
new OHLCBar {Open = 15.1m, High =15.1m, Low = 15.05m, Close = 15.05m, Volume = 358, DT = new DateTime(2013,12,2,6,0, 0) },
new OHLCBar {Open = 15.05m, High =15.1m, Low = 15.05m, Close = 15.05m, Volume = 38, DT = new DateTime(2013,12,2,7,0, 0) },
new OHLCBar {Open = 15.05m, High =15.25m, Low = 15.05m, Close = 15.2m, Volume = 1282, DT = new DateTime(2013,12,2,8,0, 0) },
new OHLCBar {Open = 15.2m, High =15.25m, Low = 15.15m, Close = 15.25m, Volume = 3005, DT = new DateTime(2013,12,2,9,0, 0) },
new OHLCBar {Open = 15.2m, High =15.25m, Low = 15.15m, Close = 15.2m, Volume = 2201, DT = new DateTime(2013,12,2,10,0, 0) },
new OHLCBar {Open = 15.2m, High =15.2m, Low = 15.05m, Close = 15.1m, Volume = 1466, DT = new DateTime(2013,12,2,11,0, 0) },
new OHLCBar {Open = 15.05m, High =15.1m, Low = 15.05m, Close = 15.1m, Volume = 894, DT = new DateTime(2013,12,2,12,0, 0) },
new OHLCBar {Open = 15.1m, High =15.2m, Low = 15.05m, Close = 15.15m, Volume = 1887, DT = new DateTime(2013,12,2,13,0, 0) },
new OHLCBar {Open = 15.1m, High =15.3m, Low = 15.1m, Close = 15.15m, Volume = 3694, DT = new DateTime(2013,12,2,14,0, 0) },
new OHLCBar {Open = 15.15m, High =15.2m, Low = 15.15m, Close = 15.15m, Volume = 3828, DT = new DateTime(2013,12,2,15,0, 0) },
new OHLCBar {Open = 15.15m, High =15.2m, Low = 15.15m, Close = 15.15m, Volume = 299, DT = new DateTime(2013,12,2,15,30, 0) },
new OHLCBar {Open = 15.15m, High =15.15m, Low = 15.15m, Close = 15.15m, Volume = 69, DT = new DateTime(2013,12,2,16,0, 0) },
new OHLCBar {Open = 15.15m, High =15.15m, Low = 15.15m, Close = 15.15m, Volume = 9, DT = new DateTime(2013,12,3,2,0, 0) },
new OHLCBar {Open = 15.2m, High =15.3m, Low = 15.2m, Close = 15.3m, Volume = 128, DT = new DateTime(2013,12,3,3,0, 0) },
new OHLCBar {Open = 15.3m, High =15.35m, Low = 15.3m, Close = 15.35m, Volume = 63, DT = new DateTime(2013,12,3,4,0, 0) },
new OHLCBar {Open = 15.35m, High =15.45m, Low = 15.35m, Close = 15.45m, Volume = 180, DT = new DateTime(2013,12,3,5,0, 0) },
new OHLCBar {Open = 15.4m, High =15.45m, Low = 15.4m, Close = 15.4m, Volume = 116, DT = new DateTime(2013,12,3,6,0, 0) },
new OHLCBar {Open = 15.35m, High =15.4m, Low = 15.35m, Close = 15.4m, Volume = 358, DT = new DateTime(2013,12,3,7,0, 0) },
new OHLCBar {Open = 15.45m, High =15.45m, Low = 15.3m, Close = 15.3m, Volume = 1586, DT = new DateTime(2013,12,3,8,0, 0) },
new OHLCBar {Open = 15.25m, High =15.3m, Low = 15.2m, Close = 15.3m, Volume = 2278, DT = new DateTime(2013,12,3,9,0, 0) },
new OHLCBar {Open = 15.3m, High =15.75m, Low = 15.3m, Close = 15.7m, Volume = 6299, DT = new DateTime(2013,12,3,10,0, 0) },
new OHLCBar {Open = 15.7m, High =15.7m, Low = 15.5m, Close = 15.6m, Volume = 2659, DT = new DateTime(2013,12,3,11,0, 0) },
new OHLCBar {Open = 15.6m, High =15.75m, Low = 15.6m, Close = 15.65m, Volume = 1260, DT = new DateTime(2013,12,3,12,0, 0) },
new OHLCBar {Open = 15.7m, High =15.75m, Low = 15.55m, Close = 15.55m, Volume = 2731, DT = new DateTime(2013,12,3,13,0, 0) },
new OHLCBar {Open = 15.55m, High =15.6m, Low = 15.4m, Close = 15.45m, Volume = 3027, DT = new DateTime(2013,12,3,14,0, 0) },
new OHLCBar {Open = 15.5m, High =15.5m, Low = 15.45m, Close = 15.5m, Volume = 2863, DT = new DateTime(2013,12,3,15,0, 0) },
new OHLCBar {Open = 15.5m, High =15.5m, Low = 15.5m, Close = 15.5m, Volume = 627, DT = new DateTime(2013,12,3,15,30, 0) },
new OHLCBar {Open = 15.5m, High =15.5m, Low = 15.5m, Close = 15.5m, Volume = 1, DT = new DateTime(2013,12,3,16,0, 0) },
new OHLCBar {Open = 15.4m, High =15.45m, Low = 15.4m, Close = 15.45m, Volume = 25, DT = new DateTime(2013,12,4,2,0, 0) },
new OHLCBar {Open = 15.45m, High =15.45m, Low = 15.45m, Close = 15.45m, Volume = 13, DT = new DateTime(2013,12,4,3,0, 0) },
new OHLCBar {Open = 15.5m, High =15.5m, Low = 15.5m, Close = 15.5m, Volume = 36, DT = new DateTime(2013,12,4,4,0, 0) },
new OHLCBar {Open = 15.45m, High =15.5m, Low = 15.45m, Close = 15.5m, Volume = 53, DT = new DateTime(2013,12,4,5,0, 0) },
new OHLCBar {Open = 15.5m, High =15.6m, Low = 15.5m, Close = 15.6m, Volume = 186, DT = new DateTime(2013,12,4,6,0, 0) },
new OHLCBar {Open = 15.55m, High =15.7m, Low = 15.55m, Close = 15.65m, Volume = 617, DT = new DateTime(2013,12,4,7,0, 0) },
new OHLCBar {Open = 15.7m, High =15.75m, Low = 15.55m, Close = 15.55m, Volume = 2033, DT = new DateTime(2013,12,4,8,0, 0) },
new OHLCBar {Open = 15.55m, High =15.55m, Low = 15.4m, Close = 15.45m, Volume = 3433, DT = new DateTime(2013,12,4,9,0, 0) },
new OHLCBar {Open = 15.5m, High =15.6m, Low = 15.45m, Close = 15.5m, Volume = 1097, DT = new DateTime(2013,12,4,10,0, 0) },
new OHLCBar {Open = 15.5m, High =15.65m, Low = 15.5m, Close = 15.55m, Volume = 1790, DT = new DateTime(2013,12,4,11,0, 0) },
new OHLCBar {Open = 15.55m, High =15.95m, Low = 15.55m, Close = 15.75m, Volume = 5362, DT = new DateTime(2013,12,4,12,0, 0) },
new OHLCBar {Open = 15.75m, High =15.75m, Low = 15.55m, Close = 15.6m, Volume = 2421, DT = new DateTime(2013,12,4,13,0, 0) },
new OHLCBar {Open = 15.55m, High =15.6m, Low = 15.35m, Close = 15.45m, Volume = 4898, DT = new DateTime(2013,12,4,14,0, 0) },
new OHLCBar {Open = 15.45m, High =15.45m, Low = 15.35m, Close = 15.4m, Volume = 2698, DT = new DateTime(2013,12,4,15,0, 0) },
new OHLCBar {Open = 15.35m, High =15.4m, Low = 15.35m, Close = 15.35m, Volume = 582, DT = new DateTime(2013,12,4,15,30, 0) },
new OHLCBar {Open = 15.35m, High =15.35m, Low = 15.35m, Close = 15.35m, Volume = 180, DT = new DateTime(2013,12,4,16,0, 0) },
new OHLCBar {Open = 15.4m, High =15.4m, Low = 15.35m, Close = 15.35m, Volume = 43, DT = new DateTime(2013,12,5,2,0, 0) },
new OHLCBar {Open = 15.35m, High =15.35m, Low = 15.3m, Close = 15.3m, Volume = 41, DT = new DateTime(2013,12,5,3,0, 0) },
new OHLCBar {Open = 15.3m, High =15.35m, Low = 15.3m, Close = 15.35m, Volume = 3, DT = new DateTime(2013,12,5,4,0, 0) },
new OHLCBar {Open = 15.35m, High =15.35m, Low = 15.35m, Close = 15.35m, Volume = 50, DT = new DateTime(2013,12,5,5,0, 0) },
new OHLCBar {Open = 15.35m, High =15.35m, Low = 15.3m, Close = 15.3m, Volume = 12, DT = new DateTime(2013,12,5,6,0, 0) },
new OHLCBar {Open = 15.3m, High =15.35m, Low = 15.25m, Close = 15.3m, Volume = 273, DT = new DateTime(2013,12,5,7,0, 0) },
new OHLCBar {Open = 15.3m, High =15.5m, Low = 15.25m, Close = 15.45m, Volume = 2975, DT = new DateTime(2013,12,5,8,0, 0) },
new OHLCBar {Open = 15.4m, High =15.55m, Low = 15.35m, Close = 15.45m, Volume = 4634, DT = new DateTime(2013,12,5,9,0, 0) },
new OHLCBar {Open = 15.5m, High =15.55m, Low = 15.4m, Close = 15.5m, Volume = 2063, DT = new DateTime(2013,12,5,10,0, 0) },
new OHLCBar {Open = 15.45m, High =15.5m, Low = 15.4m, Close = 15.45m, Volume = 692, DT = new DateTime(2013,12,5,11,0, 0) },
new OHLCBar {Open = 15.4m, High =15.55m, Low = 15.4m, Close = 15.55m, Volume = 1197, DT = new DateTime(2013,12,5,12,0, 0) },
new OHLCBar {Open = 15.5m, High =15.6m, Low = 15.45m, Close = 15.55m, Volume = 1383, DT = new DateTime(2013,12,5,13,0, 0) },
new OHLCBar {Open = 15.55m, High =15.55m, Low = 15.35m, Close = 15.45m, Volume = 3409, DT = new DateTime(2013,12,5,14,0, 0) },
new OHLCBar {Open = 15.45m, High =15.55m, Low = 15.4m, Close = 15.45m, Volume = 2927, DT = new DateTime(2013,12,5,15,0, 0) },
new OHLCBar {Open = 15.5m, High =15.5m, Low = 15.5m, Close = 15.5m, Volume = 663, DT = new DateTime(2013,12,5,15,30, 0) },
new OHLCBar {Open = 15.5m, High =15.5m, Low = 15.5m, Close = 15.5m, Volume = 0, DT = new DateTime(2013,12,5,16,0, 0) },
new OHLCBar {Open = 15.45m, High =15.45m, Low = 15.3m, Close = 15.3m, Volume = 72, DT = new DateTime(2013,12,6,2,0, 0) },
new OHLCBar {Open = 15.35m, High =15.35m, Low = 15.25m, Close = 15.25m, Volume = 105, DT = new DateTime(2013,12,6,3,0, 0) },
new OHLCBar {Open = 15.3m, High =15.3m, Low = 15.3m, Close = 15.3m, Volume = 6, DT = new DateTime(2013,12,6,4,0, 0) },
new OHLCBar {Open = 15.3m, High =15.3m, Low = 15.25m, Close = 15.25m, Volume = 73, DT = new DateTime(2013,12,6,5,0, 0) },
new OHLCBar {Open = 15.25m, High =15.3m, Low = 15.25m, Close = 15.3m, Volume = 128, DT = new DateTime(2013,12,6,6,0, 0) },
new OHLCBar {Open = 15.3m, High =15.35m, Low = 15.05m, Close = 15.05m, Volume = 1653, DT = new DateTime(2013,12,6,7,0, 0) },
new OHLCBar {Open = 15.1m, High =15.2m, Low = 15m, Close = 15.05m, Volume = 3341, DT = new DateTime(2013,12,6,8,0, 0) },
new OHLCBar {Open = 15.05m, High =15.15m, Low = 15m, Close = 15.05m, Volume = 1814, DT = new DateTime(2013,12,6,9,0, 0) },
new OHLCBar {Open = 15.05m, High =15.1m, Low = 14.95m, Close = 14.95m, Volume = 1532, DT = new DateTime(2013,12,6,10,0, 0) },
new OHLCBar {Open = 14.95m, High =15m, Low = 14.85m, Close = 14.85m, Volume = 2106, DT = new DateTime(2013,12,6,11,0, 0) },
new OHLCBar {Open = 14.85m, High =14.95m, Low = 14.85m, Close = 14.85m, Volume = 687, DT = new DateTime(2013,12,6,12,0, 0) },
new OHLCBar {Open = 14.85m, High =14.9m, Low = 14.85m, Close = 14.9m, Volume = 757, DT = new DateTime(2013,12,6,13,0, 0) },
new OHLCBar {Open = 14.9m, High =15m, Low = 14.9m, Close = 14.95m, Volume = 1147, DT = new DateTime(2013,12,6,14,0, 0) },
new OHLCBar {Open = 14.9m, High =15m, Low = 14.9m, Close = 15m, Volume = 3027, DT = new DateTime(2013,12,6,15,0, 0) },
new OHLCBar {Open = 14.95m, High =15m, Low = 14.9m, Close = 14.9m, Volume = 117, DT = new DateTime(2013,12,9,2,0, 0) },
new OHLCBar {Open = 14.85m, High =14.85m, Low = 14.75m, Close = 14.75m, Volume = 172, DT = new DateTime(2013,12,9,3,0, 0) },
new OHLCBar {Open = 14.75m, High =14.8m, Low = 14.75m, Close = 14.8m, Volume = 16, DT = new DateTime(2013,12,9,4,0, 0) },
new OHLCBar {Open = 14.8m, High =14.8m, Low = 14.75m, Close = 14.75m, Volume = 7, DT = new DateTime(2013,12,9,5,0, 0) },
new OHLCBar {Open = 14.85m, High =14.85m, Low = 14.8m, Close = 14.8m, Volume = 245, DT = new DateTime(2013,12,9,6,0, 0) },
new OHLCBar {Open = 14.85m, High =14.85m, Low = 14.75m, Close = 14.75m, Volume = 406, DT = new DateTime(2013,12,9,7,0, 0) },
new OHLCBar {Open = 14.75m, High =14.95m, Low = 14.75m, Close = 14.8m, Volume = 1444, DT = new DateTime(2013,12,9,8,0, 0) },
new OHLCBar {Open = 14.8m, High =14.95m, Low = 14.8m, Close = 14.9m, Volume = 2501, DT = new DateTime(2013,12,9,9,0, 0) },
new OHLCBar {Open = 14.9m, High =14.9m, Low = 14.75m, Close = 14.75m, Volume = 633, DT = new DateTime(2013,12,9,10,0, 0) },
new OHLCBar {Open = 14.75m, High =14.8m, Low = 14.75m, Close = 14.75m, Volume = 379, DT = new DateTime(2013,12,9,11,0, 0) },
new OHLCBar {Open = 14.75m, High =14.85m, Low = 14.75m, Close = 14.85m, Volume = 793, DT = new DateTime(2013,12,9,12,0, 0) },
new OHLCBar {Open = 14.85m, High =14.9m, Low = 14.8m, Close = 14.8m, Volume = 610, DT = new DateTime(2013,12,9,13,0, 0) },
new OHLCBar {Open = 14.8m, High =14.9m, Low = 14.8m, Close = 14.85m, Volume = 2756, DT = new DateTime(2013,12,9,14,0, 0) },
new OHLCBar {Open = 14.85m, High =14.9m, Low = 14.75m, Close = 14.8m, Volume = 6224, DT = new DateTime(2013,12,9,15,0, 0) },
new OHLCBar {Open = 14.8m, High =14.85m, Low = 14.8m, Close = 14.8m, Volume = 92, DT = new DateTime(2013,12,9,15,30, 0) },
new OHLCBar {Open = 14.8m, High =14.8m, Low = 14.8m, Close = 14.8m, Volume = 0, DT = new DateTime(2013,12,9,16,0, 0) },
new OHLCBar {Open = 14.8m, High =14.85m, Low = 14.8m, Close = 14.8m, Volume = 113, DT = new DateTime(2013,12,10,2,0, 0) },
new OHLCBar {Open = 14.8m, High =14.8m, Low = 14.8m, Close = 14.8m, Volume = 5, DT = new DateTime(2013,12,10,3,0, 0) },
new OHLCBar {Open = 14.75m, High =14.75m, Low = 14.75m, Close = 14.75m, Volume = 1, DT = new DateTime(2013,12,10,4,0, 0) },
new OHLCBar {Open = 14.8m, High =14.8m, Low = 14.8m, Close = 14.8m, Volume = 7, DT = new DateTime(2013,12,10,5,0, 0) },
new OHLCBar {Open = 14.85m, High =14.85m, Low = 14.8m, Close = 14.85m, Volume = 45, DT = new DateTime(2013,12,10,6,0, 0) },
new OHLCBar {Open = 14.9m, High =14.95m, Low = 14.85m, Close = 14.95m, Volume = 373, DT = new DateTime(2013,12,10,7,0, 0) },
new OHLCBar {Open = 14.95m, High =14.95m, Low = 14.85m, Close = 14.85m, Volume = 1865, DT = new DateTime(2013,12,10,8,0, 0) },
new OHLCBar {Open = 14.85m, High =14.9m, Low = 14.8m, Close = 14.9m, Volume = 2252, DT = new DateTime(2013,12,10,9,0, 0) },
new OHLCBar {Open = 14.9m, High =14.95m, Low = 14.85m, Close = 14.95m, Volume = 1149, DT = new DateTime(2013,12,10,10,0, 0) },
new OHLCBar {Open = 14.95m, High =15m, Low = 14.9m, Close = 14.9m, Volume = 2285, DT = new DateTime(2013,12,10,11,0, 0) },
new OHLCBar {Open = 14.9m, High =14.95m, Low = 14.9m, Close = 14.95m, Volume = 909, DT = new DateTime(2013,12,10,12,0, 0) },
new OHLCBar {Open = 14.95m, High =15m, Low = 14.9m, Close = 14.95m, Volume = 396, DT = new DateTime(2013,12,10,13,0, 0) },
new OHLCBar {Open = 14.95m, High =14.95m, Low = 14.85m, Close = 14.9m, Volume = 2130, DT = new DateTime(2013,12,10,14,0, 0) },
new OHLCBar {Open = 14.95m, High =14.95m, Low = 14.85m, Close = 14.9m, Volume = 3448, DT = new DateTime(2013,12,10,15,0, 0) },
new OHLCBar {Open = 14.9m, High =14.9m, Low = 14.9m, Close = 14.9m, Volume = 1375, DT = new DateTime(2013,12,10,15,30, 0) },
new OHLCBar {Open = 14.9m, High =14.9m, Low = 14.9m, Close = 14.9m, Volume = 1, DT = new DateTime(2013,12,10,16,0, 0) },
new OHLCBar {Open = 14.95m, High =15m, Low = 14.95m, Close = 14.95m, Volume = 56, DT = new DateTime(2013,12,11,2,0, 0) },
new OHLCBar {Open = 14.95m, High =14.95m, Low = 14.95m, Close = 14.95m, Volume = 0, DT = new DateTime(2013,12,11,3,0, 0) },
new OHLCBar {Open = 14.9m, High =14.9m, Low = 14.9m, Close = 14.9m, Volume = 4, DT = new DateTime(2013,12,11,4,0, 0) },
new OHLCBar {Open = 14.95m, High =14.95m, Low = 14.95m, Close = 14.95m, Volume = 1, DT = new DateTime(2013,12,11,5,0, 0) },
new OHLCBar {Open = 14.9m, High =14.9m, Low = 14.9m, Close = 14.9m, Volume = 18, DT = new DateTime(2013,12,11,6,0, 0) },
new OHLCBar {Open = 14.85m, High =14.85m, Low = 14.8m, Close = 14.8m, Volume = 101, DT = new DateTime(2013,12,11,7,0, 0) },
new OHLCBar {Open = 14.8m, High =15.1m, Low = 14.8m, Close = 15.05m, Volume = 3853, DT = new DateTime(2013,12,11,8,0, 0) },
new OHLCBar {Open = 15.05m, High =15.35m, Low = 15.05m, Close = 15.2m, Volume = 4786, DT = new DateTime(2013,12,11,9,0, 0) },
new OHLCBar {Open = 15.2m, High =15.45m, Low = 15.15m, Close = 15.3m, Volume = 5769, DT = new DateTime(2013,12,11,10,0, 0) },
new OHLCBar {Open = 15.3m, High =15.4m, Low = 15.25m, Close = 15.35m, Volume = 2634, DT = new DateTime(2013,12,11,11,0, 0) },
new OHLCBar {Open = 15.35m, High =15.35m, Low = 15.15m, Close = 15.2m, Volume = 2168, DT = new DateTime(2013,12,11,12,0, 0) },
new OHLCBar {Open = 15.15m, High =15.3m, Low = 15.15m, Close = 15.3m, Volume = 1317, DT = new DateTime(2013,12,11,13,0, 0) },
new OHLCBar {Open = 15.3m, High =15.6m, Low = 15.3m, Close = 15.45m, Volume = 7103, DT = new DateTime(2013,12,11,14,0, 0) },
new OHLCBar {Open = 15.45m, High =15.55m, Low = 15.4m, Close = 15.45m, Volume = 5641, DT = new DateTime(2013,12,11,15,0, 0) },
new OHLCBar {Open = 15.45m, High =15.45m, Low = 15.4m, Close = 15.4m, Volume = 476, DT = new DateTime(2013,12,11,15,30, 0) },
new OHLCBar {Open = 15.4m, High =15.4m, Low = 15.4m, Close = 15.4m, Volume = 3, DT = new DateTime(2013,12,11,16,0, 0) },
new OHLCBar {Open = 15.4m, High =15.45m, Low = 15.35m, Close = 15.45m, Volume = 51, DT = new DateTime(2013,12,12,2,0, 0) },
new OHLCBar {Open = 15.45m, High =15.45m, Low = 15.45m, Close = 15.45m, Volume = 66, DT = new DateTime(2013,12,12,3,0, 0) },
new OHLCBar {Open = 15.45m, High =15.55m, Low = 15.45m, Close = 15.55m, Volume = 48, DT = new DateTime(2013,12,12,4,0, 0) },
new OHLCBar {Open = 15.5m, High =15.5m, Low = 15.5m, Close = 15.5m, Volume = 5, DT = new DateTime(2013,12,12,5,0, 0) },
new OHLCBar {Open = 15.55m, High =15.55m, Low = 15.5m, Close = 15.5m, Volume = 180, DT = new DateTime(2013,12,12,6,0, 0) },
new OHLCBar {Open = 15.5m, High =15.55m, Low = 15.2m, Close = 15.2m, Volume = 1001, DT = new DateTime(2013,12,12,7,0, 0) },
new OHLCBar {Open = 15.2m, High =15.65m, Low = 15.2m, Close = 15.55m, Volume = 4213, DT = new DateTime(2013,12,12,8,0, 0) },
new OHLCBar {Open = 15.55m, High =15.6m, Low = 15.3m, Close = 15.4m, Volume = 6013, DT = new DateTime(2013,12,12,9,0, 0) },
new OHLCBar {Open = 15.4m, High =15.5m, Low = 15.25m, Close = 15.45m, Volume = 4550, DT = new DateTime(2013,12,12,10,0, 0) },
new OHLCBar {Open = 15.5m, High =15.7m, Low = 15.4m, Close = 15.55m, Volume = 5130, DT = new DateTime(2013,12,12,11,0, 0) },
new OHLCBar {Open = 15.5m, High =15.55m, Low = 15.35m, Close = 15.45m, Volume = 4862, DT = new DateTime(2013,12,12,12,0, 0) },
new OHLCBar {Open = 15.45m, High =15.45m, Low = 15.25m, Close = 15.25m, Volume = 2198, DT = new DateTime(2013,12,12,13,0, 0) },
new OHLCBar {Open = 15.3m, High =15.5m, Low = 15.25m, Close = 15.45m, Volume = 7083, DT = new DateTime(2013,12,12,14,0, 0) },
new OHLCBar {Open = 15.45m, High =15.5m, Low = 15.4m, Close = 15.5m, Volume = 3849, DT = new DateTime(2013,12,12,15,0, 0) },
new OHLCBar {Open = 15.5m, High =15.6m, Low = 15.5m, Close = 15.6m, Volume = 409, DT = new DateTime(2013,12,12,15,30, 0) },
new OHLCBar {Open = 15.6m, High =15.6m, Low = 15.6m, Close = 15.6m, Volume = 92, DT = new DateTime(2013,12,12,16,0, 0) },
new OHLCBar {Open = 15.6m, High =15.6m, Low = 15.3m, Close = 15.3m, Volume = 102, DT = new DateTime(2013,12,13,2,0, 0) },
new OHLCBar {Open = 15.3m, High =15.3m, Low = 15.3m, Close = 15.3m, Volume = 1, DT = new DateTime(2013,12,13,3,0, 0) },
new OHLCBar {Open = 15.4m, High =15.4m, Low = 15.4m, Close = 15.4m, Volume = 10, DT = new DateTime(2013,12,13,4,0, 0) },
new OHLCBar {Open = 15.3m, High =15.35m, Low = 15.3m, Close = 15.3m, Volume = 42, DT = new DateTime(2013,12,13,5,0, 0) },
new OHLCBar {Open = 15.35m, High =15.35m, Low = 15.35m, Close = 15.35m, Volume = 276, DT = new DateTime(2013,12,13,6,0, 0) },
new OHLCBar {Open = 15.35m, High =15.5m, Low = 15.35m, Close = 15.5m, Volume = 367, DT = new DateTime(2013,12,13,7,0, 0) },
new OHLCBar {Open = 15.5m, High =15.5m, Low = 15.35m, Close = 15.45m, Volume = 3597, DT = new DateTime(2013,12,13,8,0, 0) },
new OHLCBar {Open = 15.5m, High =15.6m, Low = 15.4m, Close = 15.4m, Volume = 4334, DT = new DateTime(2013,12,13,9,0, 0) },
new OHLCBar {Open = 15.4m, High =15.5m, Low = 15.4m, Close = 15.5m, Volume = 2594, DT = new DateTime(2013,12,13,10,0, 0) },
new OHLCBar {Open = 15.45m, High =15.55m, Low = 15.4m, Close = 15.5m, Volume = 1908, DT = new DateTime(2013,12,13,11,0, 0) },
new OHLCBar {Open = 15.5m, High =15.55m, Low = 15.4m, Close = 15.5m, Volume = 1634, DT = new DateTime(2013,12,13,12,0, 0) },
new OHLCBar {Open = 15.5m, High =15.6m, Low = 15.4m, Close = 15.4m, Volume = 2231, DT = new DateTime(2013,12,13,13,0, 0) },
new OHLCBar {Open = 15.4m, High =15.5m, Low = 15.35m, Close = 15.45m, Volume = 4950, DT = new DateTime(2013,12,13,14,0, 0) },
new OHLCBar {Open = 15.45m, High =15.55m, Low = 15.45m, Close = 15.5m, Volume = 4612, DT = new DateTime(2013,12,13,15,0, 0) },
new OHLCBar {Open = 15.55m, High =15.6m, Low = 15.55m, Close = 15.55m, Volume = 114, DT = new DateTime(2013,12,16,2,0, 0) },
new OHLCBar {Open = 15.5m, High =15.5m, Low = 15.35m, Close = 15.35m, Volume = 45, DT = new DateTime(2013,12,16,3,0, 0) },
new OHLCBar {Open = 15.3m, High =15.3m, Low = 15.25m, Close = 15.3m, Volume = 18, DT = new DateTime(2013,12,16,4,0, 0) },
new OHLCBar {Open = 15.3m, High =15.35m, Low = 15.25m, Close = 15.3m, Volume = 28, DT = new DateTime(2013,12,16,5,0, 0) },
new OHLCBar {Open = 15.3m, High =15.3m, Low = 15.15m, Close = 15.15m, Volume = 138, DT = new DateTime(2013,12,16,6,0, 0) },
new OHLCBar {Open = 15.2m, High =15.3m, Low = 15.1m, Close = 15.3m, Volume = 1413, DT = new DateTime(2013,12,16,7,0, 0) },
new OHLCBar {Open = 15.25m, High =15.35m, Low = 15.2m, Close = 15.25m, Volume = 5823, DT = new DateTime(2013,12,16,8,0, 0) },
new OHLCBar {Open = 15.2m, High =15.3m, Low = 15.2m, Close = 15.25m, Volume = 5962, DT = new DateTime(2013,12,16,9,0, 0) },
new OHLCBar {Open = 15.25m, High =15.35m, Low = 15.25m, Close = 15.35m, Volume = 1675, DT = new DateTime(2013,12,16,10,0, 0) },
new OHLCBar {Open = 15.3m, High =15.45m, Low = 15.3m, Close = 15.3m, Volume = 5075, DT = new DateTime(2013,12,16,11,0, 0) },
new OHLCBar {Open = 15.3m, High =15.45m, Low = 15.3m, Close = 15.35m, Volume = 4979, DT = new DateTime(2013,12,16,12,0, 0) },
new OHLCBar {Open = 15.35m, High =15.45m, Low = 15.35m, Close = 15.45m, Volume = 10197, DT = new DateTime(2013,12,16,13,0, 0) },
new OHLCBar {Open = 15.4m, High =15.55m, Low = 15.4m, Close = 15.45m, Volume = 8501, DT = new DateTime(2013,12,16,14,0, 0) },
new OHLCBar {Open = 15.45m, High =15.75m, Low = 15.45m, Close = 15.75m, Volume = 10550, DT = new DateTime(2013,12,16,15,0, 0) },
new OHLCBar {Open = 15.65m, High =15.75m, Low = 15.65m, Close = 15.7m, Volume = 384, DT = new DateTime(2013,12,16,15,30, 0) },
new OHLCBar {Open = 15.7m, High =15.7m, Low = 15.7m, Close = 15.7m, Volume = 50, DT = new DateTime(2013,12,16,16,0, 0) },
new OHLCBar {Open = 15.7m, High =15.75m, Low = 15.65m, Close = 15.65m, Volume = 23, DT = new DateTime(2013,12,17,2,0, 0) },
new OHLCBar {Open = 15.7m, High =15.7m, Low = 15.65m, Close = 15.65m, Volume = 78, DT = new DateTime(2013,12,17,3,0, 0) },
new OHLCBar {Open = 15.65m, High =15.65m, Low = 15.65m, Close = 15.65m, Volume = 15, DT = new DateTime(2013,12,17,4,0, 0) },
new OHLCBar {Open = 15.65m, High =15.7m, Low = 15.65m, Close = 15.65m, Volume = 14, DT = new DateTime(2013,12,17,5,0, 0) },
new OHLCBar {Open = 15.65m, High =15.65m, Low = 15.5m, Close = 15.55m, Volume = 733, DT = new DateTime(2013,12,17,6,0, 0) },
new OHLCBar {Open = 15.55m, High =15.65m, Low = 15.55m, Close = 15.6m, Volume = 697, DT = new DateTime(2013,12,17,7,0, 0) },
new OHLCBar {Open = 15.6m, High =15.8m, Low = 15.55m, Close = 15.7m, Volume = 6483, DT = new DateTime(2013,12,17,8,0, 0) },
new OHLCBar {Open = 15.65m, High =15.8m, Low = 15.55m, Close = 15.75m, Volume = 8849, DT = new DateTime(2013,12,17,9,0, 0) },
new OHLCBar {Open = 15.75m, High =15.85m, Low = 15.7m, Close = 15.75m, Volume = 7023, DT = new DateTime(2013,12,17,10,0, 0) },
new OHLCBar {Open = 15.75m, High =15.8m, Low = 15.7m, Close = 15.75m, Volume = 2882, DT = new DateTime(2013,12,17,11,0, 0) },
new OHLCBar {Open = 15.7m, High =15.75m, Low = 15.6m, Close = 15.65m, Volume = 6847, DT = new DateTime(2013,12,17,12,0, 0) },
new OHLCBar {Open = 15.65m, High =15.65m, Low = 15.3m, Close = 15.3m, Volume = 9857, DT = new DateTime(2013,12,17,13,0, 0) },
new OHLCBar {Open = 15.3m, High =15.4m, Low = 15.25m, Close = 15.35m, Volume = 8970, DT = new DateTime(2013,12,17,14,0, 0) },
new OHLCBar {Open = 15.35m, High =15.55m, Low = 15.35m, Close = 15.55m, Volume = 10532, DT = new DateTime(2013,12,17,15,0, 0) },
new OHLCBar {Open = 15.55m, High =15.6m, Low = 15.5m, Close = 15.5m, Volume = 1735, DT = new DateTime(2013,12,17,15,30, 0) },
new OHLCBar {Open = 15.45m, High =15.5m, Low = 15.45m, Close = 15.5m, Volume = 72, DT = new DateTime(2013,12,17,16,0, 0) },
new OHLCBar {Open = 15.45m, High =15.45m, Low = 15.35m, Close = 15.35m, Volume = 151, DT = new DateTime(2013,12,18,2,0, 0) },
new OHLCBar {Open = 15.3m, High =15.35m, Low = 15.25m, Close = 15.3m, Volume = 80, DT = new DateTime(2013,12,18,3,0, 0) },
new OHLCBar {Open = 15.3m, High =15.3m, Low = 15.15m, Close = 15.15m, Volume = 34, DT = new DateTime(2013,12,18,4,0, 0) },
new OHLCBar {Open = 15.2m, High =15.3m, Low = 15.15m, Close = 15.25m, Volume = 176, DT = new DateTime(2013,12,18,5,0, 0) },
new OHLCBar {Open = 15.3m, High =15.4m, Low = 15.25m, Close = 15.35m, Volume = 257, DT = new DateTime(2013,12,18,6,0, 0) },
new OHLCBar {Open = 15.35m, High =15.35m, Low = 15.3m, Close = 15.3m, Volume = 596, DT = new DateTime(2013,12,18,7,0, 0) },
new OHLCBar {Open = 15.25m, High =15.3m, Low = 15.05m, Close = 15.2m, Volume = 12378, DT = new DateTime(2013,12,18,8,0, 0) },
new OHLCBar {Open = 15.2m, High =15.3m, Low = 15.1m, Close = 15.25m, Volume = 10838, DT = new DateTime(2013,12,18,9,0, 0) },
new OHLCBar {Open = 15.25m, High =15.5m, Low = 15.15m, Close = 15.35m, Volume = 9415, DT = new DateTime(2013,12,18,10,0, 0) },
new OHLCBar {Open = 15.35m, High =15.4m, Low = 15.25m, Close = 15.3m, Volume = 6772, DT = new DateTime(2013,12,18,11,0, 0) },
new OHLCBar {Open = 15.3m, High =15.45m, Low = 15.1m, Close = 15.1m, Volume = 7240, DT = new DateTime(2013,12,18,12,0, 0) },
new OHLCBar {Open = 15.15m, High =15.45m, Low = 14.35m, Close = 14.4m, Volume = 33227, DT = new DateTime(2013,12,18,13,0, 0) },
new OHLCBar {Open = 14.4m, High =14.55m, Low = 14.25m, Close = 14.3m, Volume = 22355, DT = new DateTime(2013,12,18,14,0, 0) },
new OHLCBar {Open = 14.3m, High =14.55m, Low = 14.25m, Close = 14.55m, Volume = 11479, DT = new DateTime(2013,12,18,15,0, 0) },
new OHLCBar {Open = 14.45m, High =14.5m, Low = 14.45m, Close = 14.45m, Volume = 1064, DT = new DateTime(2013,12,18,15,30, 0) },
new OHLCBar {Open = 14.45m, High =14.45m, Low = 14.45m, Close = 14.45m, Volume = 467, DT = new DateTime(2013,12,18,16,0, 0) },
new OHLCBar {Open = 14.55m, High =14.65m, Low = 14.45m, Close = 14.5m, Volume = 379, DT = new DateTime(2013,12,19,2,0, 0) },
new OHLCBar {Open = 14.45m, High =14.45m, Low = 14.4m, Close = 14.45m, Volume = 164, DT = new DateTime(2013,12,19,3,0, 0) },
new OHLCBar {Open = 14.45m, High =14.45m, Low = 14.45m, Close = 14.45m, Volume = 25, DT = new DateTime(2013,12,19,4,0, 0) },
new OHLCBar {Open = 14.45m, High =14.45m, Low = 14.4m, Close = 14.45m, Volume = 74, DT = new DateTime(2013,12,19,5,0, 0) },
new OHLCBar {Open = 14.4m, High =14.4m, Low = 14.4m, Close = 14.4m, Volume = 236, DT = new DateTime(2013,12,19,6,0, 0) },
new OHLCBar {Open = 14.4m, High =14.5m, Low = 14.35m, Close = 14.45m, Volume = 3305, DT = new DateTime(2013,12,19,7,0, 0) },
new OHLCBar {Open = 14.45m, High =14.45m, Low = 14.2m, Close = 14.25m, Volume = 13938, DT = new DateTime(2013,12,19,8,0, 0) },
new OHLCBar {Open = 14.3m, High =14.4m, Low = 14.25m, Close = 14.25m, Volume = 7099, DT = new DateTime(2013,12,19,9,0, 0) },
new OHLCBar {Open = 14.3m, High =14.35m, Low = 14.25m, Close = 14.3m, Volume = 4058, DT = new DateTime(2013,12,19,10,0, 0) },
new OHLCBar {Open = 14.3m, High =14.4m, Low = 14.3m, Close = 14.4m, Volume = 6755, DT = new DateTime(2013,12,19,11,0, 0) },
new OHLCBar {Open = 14.35m, High =14.45m, Low = 14.3m, Close = 14.4m, Volume = 4537, DT = new DateTime(2013,12,19,12,0, 0) },
new OHLCBar {Open = 14.4m, High =14.5m, Low = 14.4m, Close = 14.4m, Volume = 6268, DT = new DateTime(2013,12,19,13,0, 0) },
new OHLCBar {Open = 14.35m, High =14.45m, Low = 14.35m, Close = 14.4m, Volume = 7618, DT = new DateTime(2013,12,19,14,0, 0) },
new OHLCBar {Open = 14.45m, High =14.5m, Low = 14.35m, Close = 14.45m, Volume = 8490, DT = new DateTime(2013,12,19,15,0, 0) },
new OHLCBar {Open = 14.45m, High =14.45m, Low = 14.4m, Close = 14.4m, Volume = 391, DT = new DateTime(2013,12,19,15,30, 0) },
new OHLCBar {Open = 14.45m, High =14.45m, Low = 14.4m, Close = 14.45m, Volume = 28, DT = new DateTime(2013,12,19,16,0, 0) },
new OHLCBar {Open = 14.4m, High =14.4m, Low = 14.35m, Close = 14.35m, Volume = 7, DT = new DateTime(2013,12,20,2,0, 0) },
new OHLCBar {Open = 14.4m, High =14.4m, Low = 14.2m, Close = 14.25m, Volume = 251, DT = new DateTime(2013,12,20,3,0, 0) },
new OHLCBar {Open = 14.25m, High =14.25m, Low = 14.2m, Close = 14.25m, Volume = 23, DT = new DateTime(2013,12,20,4,0, 0) },
new OHLCBar {Open = 14.25m, High =14.3m, Low = 14.25m, Close = 14.3m, Volume = 66, DT = new DateTime(2013,12,20,5,0, 0) },
new OHLCBar {Open = 14.3m, High =14.35m, Low = 14.3m, Close = 14.3m, Volume = 70, DT = new DateTime(2013,12,20,6,0, 0) },
new OHLCBar {Open = 14.3m, High =14.35m, Low = 14.25m, Close = 14.3m, Volume = 1271, DT = new DateTime(2013,12,20,7,0, 0) },
new OHLCBar {Open = 14.3m, High =14.35m, Low = 14.2m, Close = 14.3m, Volume = 7825, DT = new DateTime(2013,12,20,8,0, 0) },
new OHLCBar {Open = 14.3m, High =14.4m, Low = 14.25m, Close = 14.35m, Volume = 5810, DT = new DateTime(2013,12,20,9,0, 0) },
new OHLCBar {Open = 14.4m, High =14.4m, Low = 14.3m, Close = 14.35m, Volume = 3322, DT = new DateTime(2013,12,20,10,0, 0) },
new OHLCBar {Open = 14.4m, High =14.4m, Low = 14.3m, Close = 14.35m, Volume = 5293, DT = new DateTime(2013,12,20,11,0, 0) },
new OHLCBar {Open = 14.35m, High =14.4m, Low = 14.3m, Close = 14.3m, Volume = 3703, DT = new DateTime(2013,12,20,12,0, 0) },
new OHLCBar {Open = 14.3m, High =14.3m, Low = 14.25m, Close = 14.3m, Volume = 2314, DT = new DateTime(2013,12,20,13,0, 0) },
new OHLCBar {Open = 14.3m, High =14.55m, Low = 14.25m, Close = 14.5m, Volume = 7826, DT = new DateTime(2013,12,20,14,0, 0) },
new OHLCBar {Open = 14.5m, High =14.55m, Low = 14.4m, Close = 14.4m, Volume = 4072, DT = new DateTime(2013,12,20,15,0, 0) },
new OHLCBar {Open = 14.35m, High =14.4m, Low = 14.35m, Close = 14.35m, Volume = 155, DT = new DateTime(2013,12,23,2,0, 0) },
new OHLCBar {Open = 14.4m, High =14.45m, Low = 14.35m, Close = 14.35m, Volume = 99, DT = new DateTime(2013,12,23,3,0, 0) },
new OHLCBar {Open = 14.35m, High =14.35m, Low = 14.35m, Close = 14.35m, Volume = 20, DT = new DateTime(2013,12,23,4,0, 0) },
new OHLCBar {Open = 14.35m, High =14.35m, Low = 14.35m, Close = 14.35m, Volume = 112, DT = new DateTime(2013,12,23,5,0, 0) },
new OHLCBar {Open = 14.35m, High =14.35m, Low = 14.3m, Close = 14.3m, Volume = 16, DT = new DateTime(2013,12,23,6,0, 0) },
new OHLCBar {Open = 14.35m, High =14.35m, Low = 14.35m, Close = 14.35m, Volume = 22, DT = new DateTime(2013,12,23,7,0, 0) },
new OHLCBar {Open = 14.3m, High =14.4m, Low = 14.3m, Close = 14.35m, Volume = 1423, DT = new DateTime(2013,12,23,8,0, 0) },
new OHLCBar {Open = 14.35m, High =14.35m, Low = 14.25m, Close = 14.25m, Volume = 5040, DT = new DateTime(2013,12,23,9,0, 0) },
new OHLCBar {Open = 14.25m, High =14.35m, Low = 14.1m, Close = 14.1m, Volume = 2772, DT = new DateTime(2013,12,23,10,0, 0) },
new OHLCBar {Open = 14.1m, High =14.2m, Low = 14.1m, Close = 14.15m, Volume = 3660, DT = new DateTime(2013,12,23,11,0, 0) },
new OHLCBar {Open = 14.2m, High =14.2m, Low = 14.1m, Close = 14.15m, Volume = 2016, DT = new DateTime(2013,12,23,12,0, 0) },
new OHLCBar {Open = 14.2m, High =14.2m, Low = 14.1m, Close = 14.15m, Volume = 3067, DT = new DateTime(2013,12,23,13,0, 0) },
new OHLCBar {Open = 14.1m, High =14.15m, Low = 13.9m, Close = 13.95m, Volume = 11700, DT = new DateTime(2013,12,23,14,0, 0) },
new OHLCBar {Open = 14m, High =14m, Low = 13.85m, Close = 13.85m, Volume = 5009, DT = new DateTime(2013,12,23,15,0, 0) },
new OHLCBar {Open = 13.9m, High =13.9m, Low = 13.85m, Close = 13.85m, Volume = 611, DT = new DateTime(2013,12,23,15,30, 0) },
new OHLCBar {Open = 13.9m, High =13.9m, Low = 13.85m, Close = 13.85m, Volume = 31, DT = new DateTime(2013,12,23,16,0, 0) },
new OHLCBar {Open = 13.9m, High =13.9m, Low = 13.9m, Close = 13.9m, Volume = 20, DT = new DateTime(2013,12,24,2,0, 0) },
new OHLCBar {Open = 13.9m, High =13.9m, Low = 13.9m, Close = 13.9m, Volume = 0, DT = new DateTime(2013,12,24,3,0, 0) },
new OHLCBar {Open = 13.9m, High =13.9m, Low = 13.9m, Close = 13.9m, Volume = 0, DT = new DateTime(2013,12,24,4,0, 0) },
new OHLCBar {Open = 13.9m, High =13.9m, Low = 13.9m, Close = 13.9m, Volume = 26, DT = new DateTime(2013,12,24,5,0, 0) },
new OHLCBar {Open = 13.85m, High =13.9m, Low = 13.85m, Close = 13.85m, Volume = 52, DT = new DateTime(2013,12,24,6,0, 0) },
new OHLCBar {Open = 13.85m, High =13.9m, Low = 13.75m, Close = 13.75m, Volume = 569, DT = new DateTime(2013,12,24,7,0, 0) },
new OHLCBar {Open = 13.75m, High =13.75m, Low = 13.6m, Close = 13.7m, Volume = 6005, DT = new DateTime(2013,12,24,8,0, 0) },
new OHLCBar {Open = 13.7m, High =13.85m, Low = 13.65m, Close = 13.8m, Volume = 7857, DT = new DateTime(2013,12,24,9,0, 0) },
new OHLCBar {Open = 13.8m, High =13.85m, Low = 13.75m, Close = 13.8m, Volume = 2627, DT = new DateTime(2013,12,24,10,0, 0) },
new OHLCBar {Open = 13.75m, High =13.8m, Low = 13.7m, Close = 13.7m, Volume = 3126, DT = new DateTime(2013,12,24,11,0, 0) },
new OHLCBar {Open = 13.7m, High =13.7m, Low = 13.35m, Close = 13.35m, Volume = 12455, DT = new DateTime(2013,12,24,12,0, 0) },
new OHLCBar {Open = 13.45m, High =13.6m, Low = 13.45m, Close = 13.45m, Volume = 18, DT = new DateTime(2013,12,26,2,0, 0) },
new OHLCBar {Open = 13.5m, High =13.5m, Low = 13.5m, Close = 13.5m, Volume = 5, DT = new DateTime(2013,12,26,3,0, 0) },
new OHLCBar {Open = 13.55m, High =13.55m, Low = 13.5m, Close = 13.55m, Volume = 15, DT = new DateTime(2013,12,26,4,0, 0) },
new OHLCBar {Open = 13.5m, High =13.5m, Low = 13.45m, Close = 13.5m, Volume = 23, DT = new DateTime(2013,12,26,5,0, 0) },
new OHLCBar {Open = 13.5m, High =13.5m, Low = 13.5m, Close = 13.5m, Volume = 25, DT = new DateTime(2013,12,26,6,0, 0) },
new OHLCBar {Open = 13.5m, High =13.5m, Low = 13.4m, Close = 13.45m, Volume = 733, DT = new DateTime(2013,12,26,7,0, 0) },
new OHLCBar {Open = 13.4m, High =13.45m, Low = 13.3m, Close = 13.4m, Volume = 5711, DT = new DateTime(2013,12,26,8,0, 0) },
new OHLCBar {Open = 13.45m, High =13.45m, Low = 13.35m, Close = 13.4m, Volume = 4336, DT = new DateTime(2013,12,26,9,0, 0) },
new OHLCBar {Open = 13.4m, High =13.45m, Low = 13.3m, Close = 13.4m, Volume = 4060, DT = new DateTime(2013,12,26,10,0, 0) },
new OHLCBar {Open = 13.4m, High =13.45m, Low = 13.35m, Close = 13.45m, Volume = 3988, DT = new DateTime(2013,12,26,11,0, 0) },
new OHLCBar {Open = 13.4m, High =13.45m, Low = 13.35m, Close = 13.4m, Volume = 956, DT = new DateTime(2013,12,26,12,0, 0) },
new OHLCBar {Open = 13.4m, High =13.45m, Low = 13.35m, Close = 13.4m, Volume = 2087, DT = new DateTime(2013,12,26,13,0, 0) },
new OHLCBar {Open = 13.45m, High =13.45m, Low = 13.35m, Close = 13.4m, Volume = 6518, DT = new DateTime(2013,12,26,14,0, 0) },
new OHLCBar {Open = 13.45m, High =13.45m, Low = 13.35m, Close = 13.35m, Volume = 8265, DT = new DateTime(2013,12,26,15,0, 0) },
new OHLCBar {Open = 13.35m, High =13.4m, Low = 13.35m, Close = 13.4m, Volume = 715, DT = new DateTime(2013,12,26,15,30, 0) },
new OHLCBar {Open = 13.35m, High =13.4m, Low = 13.35m, Close = 13.35m, Volume = 44, DT = new DateTime(2013,12,26,16,0, 0) },
new OHLCBar {Open = 13.4m, High =13.4m, Low = 13.35m, Close = 13.35m, Volume = 91, DT = new DateTime(2013,12,27,2,0, 0) },
new OHLCBar {Open = 13.4m, High =13.4m, Low = 13.4m, Close = 13.4m, Volume = 1, DT = new DateTime(2013,12,27,3,0, 0) },
new OHLCBar {Open = 13.4m, High =13.4m, Low = 13.35m, Close = 13.4m, Volume = 44, DT = new DateTime(2013,12,27,4,0, 0) },
new OHLCBar {Open = 13.4m, High =13.45m, Low = 13.4m, Close = 13.4m, Volume = 135, DT = new DateTime(2013,12,27,5,0, 0) },
new OHLCBar {Open = 13.4m, High =13.45m, Low = 13.4m, Close = 13.4m, Volume = 174, DT = new DateTime(2013,12,27,6,0, 0) },
new OHLCBar {Open = 13.35m, High =13.4m, Low = 13.35m, Close = 13.35m, Volume = 96, DT = new DateTime(2013,12,27,7,0, 0) },
new OHLCBar {Open = 13.35m, High =13.6m, Low = 13.35m, Close = 13.55m, Volume = 5753, DT = new DateTime(2013,12,27,8,0, 0) },
new OHLCBar {Open = 13.55m, High =13.75m, Low = 13.5m, Close = 13.75m, Volume = 10087, DT = new DateTime(2013,12,27,9,0, 0) },
new OHLCBar {Open = 13.75m, High =13.75m, Low = 13.55m, Close = 13.6m, Volume = 7886, DT = new DateTime(2013,12,27,10,0, 0) },
new OHLCBar {Open = 13.6m, High =13.7m, Low = 13.55m, Close = 13.6m, Volume = 4520, DT = new DateTime(2013,12,27,11,0, 0) },
new OHLCBar {Open = 13.6m, High =13.75m, Low = 13.6m, Close = 13.7m, Volume = 3678, DT = new DateTime(2013,12,27,12,0, 0) },
new OHLCBar {Open = 13.65m, High =13.7m, Low = 13.6m, Close = 13.7m, Volume = 2496, DT = new DateTime(2013,12,27,13,0, 0) },
new OHLCBar {Open = 13.7m, High =13.7m, Low = 13.55m, Close = 13.65m, Volume = 3901, DT = new DateTime(2013,12,27,14,0, 0) },
new OHLCBar {Open = 13.65m, High =13.7m, Low = 13.6m, Close = 13.7m, Volume = 2695, DT = new DateTime(2013,12,27,15,0, 0) },
new OHLCBar {Open = 13.7m, High =13.7m, Low = 13.6m, Close = 13.7m, Volume = 40, DT = new DateTime(2013,12,30,2,0, 0) },
new OHLCBar {Open = 13.75m, High =13.75m, Low = 13.7m, Close = 13.7m, Volume = 4, DT = new DateTime(2013,12,30,3,0, 0) },
new OHLCBar {Open = 13.75m, High =13.75m, Low = 13.75m, Close = 13.75m, Volume = 42, DT = new DateTime(2013,12,30,4,0, 0) },
new OHLCBar {Open = 13.7m, High =13.7m, Low = 13.7m, Close = 13.7m, Volume = 41, DT = new DateTime(2013,12,30,5,0, 0) },
new OHLCBar {Open = 13.7m, High =13.75m, Low = 13.65m, Close = 13.65m, Volume = 34, DT = new DateTime(2013,12,30,6,0, 0) },
new OHLCBar {Open = 13.65m, High =13.8m, Low = 13.65m, Close = 13.75m, Volume = 853, DT = new DateTime(2013,12,30,7,0, 0) },
new OHLCBar {Open = 13.8m, High =13.85m, Low = 13.65m, Close = 13.75m, Volume = 3535, DT = new DateTime(2013,12,30,8,0, 0) },
new OHLCBar {Open = 13.75m, High =13.75m, Low = 13.7m, Close = 13.7m, Volume = 2281, DT = new DateTime(2013,12,30,9,0, 0) },
new OHLCBar {Open = 13.7m, High =13.75m, Low = 13.65m, Close = 13.7m, Volume = 5132, DT = new DateTime(2013,12,30,10,0, 0) },
new OHLCBar {Open = 13.7m, High =13.85m, Low = 13.7m, Close = 13.8m, Volume = 1366, DT = new DateTime(2013,12,30,11,0, 0) },
new OHLCBar {Open = 13.8m, High =13.9m, Low = 13.75m, Close = 13.85m, Volume = 2064, DT = new DateTime(2013,12,30,12,0, 0) },
new OHLCBar {Open = 13.9m, High =13.95m, Low = 13.85m, Close = 13.9m, Volume = 1807, DT = new DateTime(2013,12,30,13,0, 0) },
new OHLCBar {Open = 13.9m, High =14m, Low = 13.85m, Close = 13.85m, Volume = 7661, DT = new DateTime(2013,12,30,14,0, 0) },
new OHLCBar {Open = 13.9m, High =13.9m, Low = 13.85m, Close = 13.9m, Volume = 1408, DT = new DateTime(2013,12,30,15,0, 0) },
new OHLCBar {Open = 13.85m, High =13.85m, Low = 13.8m, Close = 13.85m, Volume = 359, DT = new DateTime(2013,12,30,15,30, 0) },
new OHLCBar {Open = 13.85m, High =13.85m, Low = 13.85m, Close = 13.85m, Volume = 8, DT = new DateTime(2013,12,30,16,0, 0) },
new OHLCBar {Open = 13.85m, High =13.85m, Low = 13.85m, Close = 13.85m, Volume = 2, DT = new DateTime(2013,12,31,2,0, 0) },
new OHLCBar {Open = 13.85m, High =13.85m, Low = 13.8m, Close = 13.8m, Volume = 20, DT = new DateTime(2013,12,31,3,0, 0) },
new OHLCBar {Open = 13.8m, High =13.8m, Low = 13.8m, Close = 13.8m, Volume = 0, DT = new DateTime(2013,12,31,4,0, 0) },
new OHLCBar {Open = 13.85m, High =13.85m, Low = 13.8m, Close = 13.8m, Volume = 30, DT = new DateTime(2013,12,31,5,0, 0) },
new OHLCBar {Open = 13.75m, High =13.8m, Low = 13.75m, Close = 13.75m, Volume = 401, DT = new DateTime(2013,12,31,6,0, 0) },
new OHLCBar {Open = 13.75m, High =13.75m, Low = 13.7m, Close = 13.75m, Volume = 387, DT = new DateTime(2013,12,31,7,0, 0) },
new OHLCBar {Open = 13.75m, High =13.85m, Low = 13.65m, Close = 13.8m, Volume = 3721, DT = new DateTime(2013,12,31,8,0, 0) },
new OHLCBar {Open = 13.8m, High =13.85m, Low = 13.7m, Close = 13.85m, Volume = 4311, DT = new DateTime(2013,12,31,9,0, 0) },
new OHLCBar {Open = 13.8m, High =13.9m, Low = 13.75m, Close = 13.85m, Volume = 3536, DT = new DateTime(2013,12,31,10,0, 0) },
new OHLCBar {Open = 13.9m, High =13.9m, Low = 13.8m, Close = 13.9m, Volume = 1058, DT = new DateTime(2013,12,31,11,0, 0) },
new OHLCBar {Open = 13.9m, High =14.05m, Low = 13.85m, Close = 14.05m, Volume = 4585, DT = new DateTime(2013,12,31,12,0, 0) },
new OHLCBar {Open = 14.05m, High =14.15m, Low = 14m, Close = 14.1m, Volume = 2567, DT = new DateTime(2013,12,31,13,0, 0) },
new OHLCBar {Open = 14.1m, High =14.15m, Low = 13.9m, Close = 13.9m, Volume = 5989, DT = new DateTime(2013,12,31,14,0, 0) },
new OHLCBar {Open = 13.9m, High =14m, Low = 13.9m, Close = 13.9m, Volume = 6350, DT = new DateTime(2013,12,31,15,0, 0) },
new OHLCBar {Open = 13.95m, High =13.95m, Low = 13.95m, Close = 13.95m, Volume = 555, DT = new DateTime(2013,12,31,15,30, 0) },
new OHLCBar {Open = 13.95m, High =13.95m, Low = 13.95m, Close = 13.95m, Volume = 0, DT = new DateTime(2013,12,31,16,0, 0) },
new OHLCBar {Open = 13.8m, High =13.9m, Low = 13.8m, Close = 13.9m, Volume = 15, DT = new DateTime(2014,1,2,2,0, 0) },
new OHLCBar {Open = 13.95m, High =14.5m, Low = 13.95m, Close = 14.45m, Volume = 213, DT = new DateTime(2014,1,2,3,0, 0) },
new OHLCBar {Open = 14.25m, High =14.25m, Low = 14.2m, Close = 14.25m, Volume = 108, DT = new DateTime(2014,1,2,4,0, 0) },
new OHLCBar {Open = 14.25m, High =14.3m, Low = 14.1m, Close = 14.15m, Volume = 354, DT = new DateTime(2014,1,2,5,0, 0) },
new OHLCBar {Open = 14.15m, High =14.25m, Low = 14.1m, Close = 14.15m, Volume = 483, DT = new DateTime(2014,1,2,6,0, 0) },
new OHLCBar {Open = 14.15m, High =14.2m, Low = 14.1m, Close = 14.2m, Volume = 1417, DT = new DateTime(2014,1,2,7,0, 0) },
new OHLCBar {Open = 14.25m, High =14.3m, Low = 14.15m, Close = 14.2m, Volume = 7257, DT = new DateTime(2014,1,2,8,0, 0) },
new OHLCBar {Open = 14.2m, High =14.4m, Low = 14.1m, Close = 14.15m, Volume = 12515, DT = new DateTime(2014,1,2,9,0, 0) },
new OHLCBar {Open = 14.15m, High =14.35m, Low = 14.05m, Close = 14.25m, Volume = 4989, DT = new DateTime(2014,1,2,10,0, 0) },
new OHLCBar {Open = 14.3m, High =14.35m, Low = 14.2m, Close = 14.2m, Volume = 3206, DT = new DateTime(2014,1,2,11,0, 0) },
new OHLCBar {Open = 14.2m, High =14.3m, Low = 14.15m, Close = 14.2m, Volume = 6440, DT = new DateTime(2014,1,2,12,0, 0) },
new OHLCBar {Open = 14.15m, High =14.35m, Low = 14.15m, Close = 14.25m, Volume = 4667, DT = new DateTime(2014,1,2,13,0, 0) },
new OHLCBar {Open = 14.25m, High =14.35m, Low = 14.15m, Close = 14.25m, Volume = 10877, DT = new DateTime(2014,1,2,14,0, 0) },
new OHLCBar {Open = 14.2m, High =14.25m, Low = 14.15m, Close = 14.2m, Volume = 2748, DT = new DateTime(2014,1,2,15,0, 0) },
new OHLCBar {Open = 14.2m, High =14.2m, Low = 14.15m, Close = 14.15m, Volume = 403, DT = new DateTime(2014,1,2,15,30, 0) },
new OHLCBar {Open = 14.15m, High =14.15m, Low = 14.15m, Close = 14.15m, Volume = 20, DT = new DateTime(2014,1,2,16,0, 0) },
new OHLCBar {Open = 14.25m, High =14.25m, Low = 14.2m, Close = 14.2m, Volume = 47, DT = new DateTime(2014,1,3,2,0, 0) },
new OHLCBar {Open = 14.15m, High =14.15m, Low = 14.15m, Close = 14.15m, Volume = 44, DT = new DateTime(2014,1,3,3,0, 0) },
new OHLCBar {Open = 14.15m, High =14.2m, Low = 14.15m, Close = 14.15m, Volume = 19, DT = new DateTime(2014,1,3,4,0, 0) },
new OHLCBar {Open = 14.15m, High =14.15m, Low = 14.15m, Close = 14.15m, Volume = 25, DT = new DateTime(2014,1,3,5,0, 0) },
new OHLCBar {Open = 14.1m, High =14.1m, Low = 14.05m, Close = 14.05m, Volume = 22, DT = new DateTime(2014,1,3,6,0, 0) },
new OHLCBar {Open = 14.1m, High =14.1m, Low = 14m, Close = 14.05m, Volume = 260, DT = new DateTime(2014,1,3,7,0, 0) },
new OHLCBar {Open = 14m, High =14.15m, Low = 14m, Close = 14.1m, Volume = 4525, DT = new DateTime(2014,1,3,8,0, 0) },
new OHLCBar {Open = 14.05m, High =14.25m, Low = 14.05m, Close = 14.15m, Volume = 4408, DT = new DateTime(2014,1,3,9,0, 0) },
new OHLCBar {Open = 14.15m, High =14.35m, Low = 14.15m, Close = 14.3m, Volume = 3885, DT = new DateTime(2014,1,3,10,0, 0) },
new OHLCBar {Open = 14.3m, High =14.35m, Low = 14.2m, Close = 14.25m, Volume = 2487, DT = new DateTime(2014,1,3,11,0, 0) },
new OHLCBar {Open = 14.25m, High =14.35m, Low = 14.2m, Close = 14.25m, Volume = 2003, DT = new DateTime(2014,1,3,12,0, 0) },
new OHLCBar {Open = 14.25m, High =14.25m, Low = 14m, Close = 14.05m, Volume = 4525, DT = new DateTime(2014,1,3,13,0, 0) },
new OHLCBar {Open = 14.05m, High =14.15m, Low = 13.9m, Close = 14.1m, Volume = 6053, DT = new DateTime(2014,1,3,14,0, 0) },
new OHLCBar {Open = 14.1m, High =14.15m, Low = 14m, Close = 14m, Volume = 3725, DT = new DateTime(2014,1,3,15,0, 0) },
new OHLCBar {Open = 14m, High =14.05m, Low = 13.95m, Close = 14m, Volume = 137, DT = new DateTime(2014,1,6,2,0, 0) },
new OHLCBar {Open = 14m, High =14m, Low = 13.85m, Close = 13.9m, Volume = 252, DT = new DateTime(2014,1,6,3,0, 0) },
new OHLCBar {Open = 13.9m, High =13.9m, Low = 13.9m, Close = 13.9m, Volume = 27, DT = new DateTime(2014,1,6,4,0, 0) },
new OHLCBar {Open = 13.9m, High =13.95m, Low = 13.85m, Close = 13.9m, Volume = 33, DT = new DateTime(2014,1,6,5,0, 0) },
new OHLCBar {Open = 13.9m, High =13.95m, Low = 13.9m, Close = 13.9m, Volume = 29, DT = new DateTime(2014,1,6,6,0, 0) },
new OHLCBar {Open = 13.9m, High =14m, Low = 13.9m, Close = 13.95m, Volume = 484, DT = new DateTime(2014,1,6,7,0, 0) },
new OHLCBar {Open = 13.9m, High =14.1m, Low = 13.85m, Close = 13.95m, Volume = 5472, DT = new DateTime(2014,1,6,8,0, 0) },
new OHLCBar {Open = 14m, High =14.05m, Low = 13.85m, Close = 14m, Volume = 9014, DT = new DateTime(2014,1,6,9,0, 0) },
new OHLCBar {Open = 14.05m, High =14.1m, Low = 13.95m, Close = 14m, Volume = 6111, DT = new DateTime(2014,1,6,10,0, 0) },
new OHLCBar {Open = 13.95m, High =14m, Low = 13.9m, Close = 13.9m, Volume = 3300, DT = new DateTime(2014,1,6,11,0, 0) },
new OHLCBar {Open = 13.95m, High =13.95m, Low = 13.75m, Close = 13.8m, Volume = 5390, DT = new DateTime(2014,1,6,12,0, 0) },
new OHLCBar {Open = 13.8m, High =13.85m, Low = 13.7m, Close = 13.8m, Volume = 4592, DT = new DateTime(2014,1,6,13,0, 0) },
new OHLCBar {Open = 13.8m, High =13.95m, Low = 13.75m, Close = 13.95m, Volume = 4800, DT = new DateTime(2014,1,6,14,0, 0) },
new OHLCBar {Open = 13.95m, High =13.95m, Low = 13.85m, Close = 13.85m, Volume = 2169, DT = new DateTime(2014,1,6,15,0, 0) },
new OHLCBar {Open = 13.9m, High =13.9m, Low = 13.85m, Close = 13.9m, Volume = 25, DT = new DateTime(2014,1,6,15,30, 0) },
new OHLCBar {Open = 13.9m, High =13.9m, Low = 13.85m, Close = 13.85m, Volume = 170, DT = new DateTime(2014,1,6,16,0, 0) },
new OHLCBar {Open = 13.9m, High =13.9m, Low = 13.85m, Close = 13.85m, Volume = 35, DT = new DateTime(2014,1,7,2,0, 0) },
new OHLCBar {Open = 13.8m, High =13.8m, Low = 13.75m, Close = 13.75m, Volume = 72, DT = new DateTime(2014,1,7,3,0, 0) },
new OHLCBar {Open = 13.7m, High =13.7m, Low = 13.65m, Close = 13.65m, Volume = 67, DT = new DateTime(2014,1,7,4,0, 0) },
new OHLCBar {Open = 13.65m, High =13.75m, Low = 13.65m, Close = 13.7m, Volume = 62, DT = new DateTime(2014,1,7,5,0, 0) },
new OHLCBar {Open = 13.75m, High =13.8m, Low = 13.7m, Close = 13.75m, Volume = 48, DT = new DateTime(2014,1,7,6,0, 0) },
new OHLCBar {Open = 13.75m, High =13.75m, Low = 13.7m, Close = 13.75m, Volume = 714, DT = new DateTime(2014,1,7,7,0, 0) },
new OHLCBar {Open = 13.8m, High =13.85m, Low = 13.7m, Close = 13.75m, Volume = 5577, DT = new DateTime(2014,1,7,8,0, 0) },
new OHLCBar {Open = 13.7m, High =13.75m, Low = 13.65m, Close = 13.65m, Volume = 3073, DT = new DateTime(2014,1,7,9,0, 0) },
new OHLCBar {Open = 13.65m, High =13.7m, Low = 13.55m, Close = 13.6m, Volume = 5185, DT = new DateTime(2014,1,7,10,0, 0) },
new OHLCBar {Open = 13.6m, High =13.7m, Low = 13.6m, Close = 13.65m, Volume = 1282, DT = new DateTime(2014,1,7,11,0, 0) },
new OHLCBar {Open = 13.6m, High =13.65m, Low = 13.55m, Close = 13.6m, Volume = 3317, DT = new DateTime(2014,1,7,12,0, 0) },
new OHLCBar {Open = 13.65m, High =13.65m, Low = 13.55m, Close = 13.6m, Volume = 2250, DT = new DateTime(2014,1,7,13,0, 0) },
new OHLCBar {Open = 13.55m, High =13.6m, Low = 13.5m, Close = 13.55m, Volume = 2980, DT = new DateTime(2014,1,7,14,0, 0) },
new OHLCBar {Open = 13.6m, High =13.65m, Low = 13.55m, Close = 13.65m, Volume = 3150, DT = new DateTime(2014,1,7,15,0, 0) },
new OHLCBar {Open = 13.65m, High =13.65m, Low = 13.6m, Close = 13.6m, Volume = 153, DT = new DateTime(2014,1,7,15,30, 0) },
            };

            var data = new Dictionary<int, List<OHLCBar>>
            {
                {1, feb13 },
                {2, jan14 }
            };

            return data;
        }

        //utility function to get the data used for the continuous futures calculations
        public static Dictionary<int, List<OHLCBar>> GetVIXFuturesData()
        {
            var nov12 = new List<OHLCBar>
            {
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,2,9) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,2,10) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,2,13) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,2,14) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,2,15) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,2,16) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,2,17) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,2,21) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,2,22) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,2,23) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,2,24) },
                new OHLCBar {Open = 28.85m, High =29.81m, Low = 28.85m, Close = 29.81m, Volume = 5, OpenInterest = 5, DT = new DateTime(2012,2,27) },
                new OHLCBar {Open = 29.7m, High =29.7m, Low = 29.45m, Close = 29.52m, Volume = 21, OpenInterest = 16, DT = new DateTime(2012,2,28) },
                new OHLCBar {Open = 29.21m, High =29.4m, Low = 28.75m, Close = 29.32m, Volume = 48, OpenInterest = 39, DT = new DateTime(2012,2,29) },
                new OHLCBar {Open = 29.57m, High =29.57m, Low = 28.64m, Close = 28.64m, Volume = 122, OpenInterest = 129, DT = new DateTime(2012,3,1) },
                new OHLCBar {Open = 28.9m, High =29.15m, Low = 28.9m, Close = 29.15m, Volume = 447, OpenInterest = 533, DT = new DateTime(2012,3,2) },
                new OHLCBar {Open = 29.14m, High =29.25m, Low = 29m, Close = 29.25m, Volume = 196, OpenInterest = 671, DT = new DateTime(2012,3,5) },
                new OHLCBar {Open = 29.45m, High =29.91m, Low = 29.45m, Close = 29.6m, Volume = 253, OpenInterest = 717, DT = new DateTime(2012,3,6) },
                new OHLCBar {Open = 29.23m, High =29.45m, Low = 29.2m, Close = 29.3m, Volume = 194, OpenInterest = 795, DT = new DateTime(2012,3,7) },
                new OHLCBar {Open = 29.06m, High =29.06m, Low = 28.65m, Close = 28.65m, Volume = 125, OpenInterest = 885, DT = new DateTime(2012,3,8) },
                new OHLCBar {Open = 28.5m, High =28.86m, Low = 28.5m, Close = 28.6m, Volume = 320, OpenInterest = 1143, DT = new DateTime(2012,3,9) },
                new OHLCBar {Open = 28.7m, High =28.7m, Low = 28.02m, Close = 28.12m, Volume = 40, OpenInterest = 1153, DT = new DateTime(2012,3,12) },
                new OHLCBar {Open = 28.01m, High =28.05m, Low = 27.55m, Close = 27.55m, Volume = 151, OpenInterest = 1231, DT = new DateTime(2012,3,13) },
                new OHLCBar {Open = 27.44m, High =27.85m, Low = 27.12m, Close = 27.85m, Volume = 228, OpenInterest = 1382, DT = new DateTime(2012,3,14) },
                new OHLCBar {Open = 27.94m, High =28m, Low = 27.4m, Close = 27.55m, Volume = 238, OpenInterest = 1448, DT = new DateTime(2012,3,15) },
                new OHLCBar {Open = 27.65m, High =27.85m, Low = 27.35m, Close = 27.55m, Volume = 222, OpenInterest = 1606, DT = new DateTime(2012,3,16) },
                new OHLCBar {Open = 27.65m, High =27.65m, Low = 27m, Close = 27.05m, Volume = 25, OpenInterest = 1621, DT = new DateTime(2012,3,19) },
                new OHLCBar {Open = 27.45m, High =27.45m, Low = 26.85m, Close = 27m, Volume = 87, OpenInterest = 1683, DT = new DateTime(2012,3,20) },
                new OHLCBar {Open = 26.94m, High =27.15m, Low = 26.45m, Close = 26.45m, Volume = 302, OpenInterest = 1814, DT = new DateTime(2012,3,21) },
                new OHLCBar {Open = 26.77m, High =27.1m, Low = 26.75m, Close = 27.1m, Volume = 765, OpenInterest = 2196, DT = new DateTime(2012,3,22) },
                new OHLCBar {Open = 27.18m, High =27.3m, Low = 26.5m, Close = 26.84m, Volume = 499, OpenInterest = 2397, DT = new DateTime(2012,3,23) },
                new OHLCBar {Open = 26.58m, High =26.58m, Low = 25.5m, Close = 25.65m, Volume = 644, OpenInterest = 2782, DT = new DateTime(2012,3,26) },
                new OHLCBar {Open = 25.71m, High =26.42m, Low = 25.49m, Close = 26.34m, Volume = 501, OpenInterest = 2930, DT = new DateTime(2012,3,27) },
                new OHLCBar {Open = 26.1m, High =26.78m, Low = 25.9m, Close = 26.35m, Volume = 639, OpenInterest = 3009, DT = new DateTime(2012,3,28) },
                new OHLCBar {Open = 26.4m, High =26.8m, Low = 26m, Close = 26.3m, Volume = 775, OpenInterest = 3154, DT = new DateTime(2012,3,29) },
                new OHLCBar {Open = 25.99m, High =26.2m, Low = 25.64m, Close = 25.88m, Volume = 376, OpenInterest = 3294, DT = new DateTime(2012,3,30) },
                new OHLCBar {Open = 25.7m, High =25.87m, Low = 25.5m, Close = 25.75m, Volume = 784, OpenInterest = 3491, DT = new DateTime(2012,4,2) },
                new OHLCBar {Open = 25.9m, High =26.05m, Low = 25.6m, Close = 25.75m, Volume = 829, OpenInterest = 3757, DT = new DateTime(2012,4,3) },
                new OHLCBar {Open = 25.8m, High =26.3m, Low = 25.8m, Close = 25.99m, Volume = 521, OpenInterest = 3835, DT = new DateTime(2012,4,4) },
                new OHLCBar {Open = 25.85m, High =26.27m, Low = 25.76m, Close = 26.25m, Volume = 415, OpenInterest = 3877, DT = new DateTime(2012,4,5) },
                new OHLCBar {Open = 26.52m, High =26.93m, Low = 26.25m, Close = 26.9m, Volume = 501, OpenInterest = 3892, DT = new DateTime(2012,4,9) },
                new OHLCBar {Open = 26.78m, High =27.95m, Low = 26.72m, Close = 27.89m, Volume = 1058, OpenInterest = 4417, DT = new DateTime(2012,4,10) },
                new OHLCBar {Open = 27.35m, High =28.05m, Low = 26.85m, Close = 28.05m, Volume = 533, OpenInterest = 4620, DT = new DateTime(2012,4,11) },
                new OHLCBar {Open = 27.85m, High =27.91m, Low = 26.64m, Close = 26.65m, Volume = 648, OpenInterest = 4930, DT = new DateTime(2012,4,12) },
                new OHLCBar {Open = 26.94m, High =27.7m, Low = 26.88m, Close = 27.65m, Volume = 291, OpenInterest = 4976, DT = new DateTime(2012,4,13) },
                new OHLCBar {Open = 27.4m, High =27.6m, Low = 27.05m, Close = 27.45m, Volume = 693, OpenInterest = 5335, DT = new DateTime(2012,4,16) },
                new OHLCBar {Open = 27.2m, High =27.23m, Low = 26.6m, Close = 26.9m, Volume = 1463, OpenInterest = 5922, DT = new DateTime(2012,4,17) },
                new OHLCBar {Open = 26.95m, High =27.2m, Low = 26.58m, Close = 27.03m, Volume = 2751, OpenInterest = 7050, DT = new DateTime(2012,4,18) },
                new OHLCBar {Open = 26.84m, High =27.35m, Low = 26.6m, Close = 27.03m, Volume = 2004, OpenInterest = 7698, DT = new DateTime(2012,4,19) },
                new OHLCBar {Open = 26.71m, High =26.8m, Low = 26.35m, Close = 26.53m, Volume = 2545, OpenInterest = 8308, DT = new DateTime(2012,4,20) },
                new OHLCBar {Open = 27.15m, High =27.41m, Low = 26.95m, Close = 27.13m, Volume = 2211, OpenInterest = 8878, DT = new DateTime(2012,4,23) },
                new OHLCBar {Open = 26.96m, High =27.15m, Low = 26.74m, Close = 26.98m, Volume = 2363, OpenInterest = 9658, DT = new DateTime(2012,4,24) },
                new OHLCBar {Open = 26.6m, High =26.72m, Low = 26.05m, Close = 26.1m, Volume = 2067, OpenInterest = 10370, DT = new DateTime(2012,4,25) },
                new OHLCBar {Open = 26.02m, High =26.3m, Low = 25.65m, Close = 25.95m, Volume = 3414, OpenInterest = 11514, DT = new DateTime(2012,4,26) },
                new OHLCBar {Open = 25.68m, High =26.2m, Low = 25.68m, Close = 25.89m, Volume = 2636, OpenInterest = 12472, DT = new DateTime(2012,4,27) },
                new OHLCBar {Open = 25.9m, High =26.1m, Low = 25.65m, Close = 25.99m, Volume = 1852, OpenInterest = 13292, DT = new DateTime(2012,4,30) },
                new OHLCBar {Open = 25.97m, High =26m, Low = 25.3m, Close = 25.84m, Volume = 2486, OpenInterest = 14267, DT = new DateTime(2012,5,1) },
                new OHLCBar {Open = 25.75m, High =26.05m, Low = 25.45m, Close = 25.59m, Volume = 2687, OpenInterest = 15567, DT = new DateTime(2012,5,2) },
                new OHLCBar {Open = 25.5m, High =25.85m, Low = 25.2m, Close = 25.74m, Volume = 3134, OpenInterest = 16915, DT = new DateTime(2012,5,3) },
                new OHLCBar {Open = 25.8m, High =26.35m, Low = 25.59m, Close = 26.04m, Volume = 2314, OpenInterest = 17588, DT = new DateTime(2012,5,4) },
                new OHLCBar {Open = 26.25m, High =26.25m, Low = 25.54m, Close = 25.74m, Volume = 1939, OpenInterest = 18149, DT = new DateTime(2012,5,7) },
                new OHLCBar {Open = 25.76m, High =26.6m, Low = 25.75m, Close = 25.98m, Volume = 3092, OpenInterest = 19393, DT = new DateTime(2012,5,8) },
                new OHLCBar {Open = 26.15m, High =26.7m, Low = 25.94m, Close = 26.43m, Volume = 3021, OpenInterest = 19961, DT = new DateTime(2012,5,9) },
                new OHLCBar {Open = 26.07m, High =26.2m, Low = 25.75m, Close = 25.99m, Volume = 3107, OpenInterest = 21264, DT = new DateTime(2012,5,10) },
                new OHLCBar {Open = 26.17m, High =26.65m, Low = 25.95m, Close = 26.59m, Volume = 2867, OpenInterest = 21758, DT = new DateTime(2012,5,11) },
                new OHLCBar {Open = 26.88m, High =27.65m, Low = 26.75m, Close = 27.64m, Volume = 2381, OpenInterest = 22398, DT = new DateTime(2012,5,14) },
                new OHLCBar {Open = 27.3m, High =28.35m, Low = 27m, Close = 28.24m, Volume = 3923, OpenInterest = 23351, DT = new DateTime(2012,5,15) },
                new OHLCBar {Open = 28.1m, High =28.92m, Low = 27.75m, Close = 28.75m, Volume = 4174, OpenInterest = 23676, DT = new DateTime(2012,5,16) },
                new OHLCBar {Open = 28.7m, High =29.25m, Low = 28.45m, Close = 28.75m, Volume = 4822, OpenInterest = 23649, DT = new DateTime(2012,5,17) },
                new OHLCBar {Open = 28.7m, High =29.66m, Low = 28.15m, Close = 29.66m, Volume = 2939, OpenInterest = 23669, DT = new DateTime(2012,5,18) },
                new OHLCBar {Open = 29.13m, High =29.4m, Low = 28.55m, Close = 28.84m, Volume = 4294, OpenInterest = 23868, DT = new DateTime(2012,5,21) },
                new OHLCBar {Open = 28.5m, High =29.7m, Low = 28.2m, Close = 29.2m, Volume = 4801, OpenInterest = 23630, DT = new DateTime(2012,5,22) },
                new OHLCBar {Open = 29.53m, High =29.9m, Low = 28.6m, Close = 28.7m, Volume = 3386, OpenInterest = 22914, DT = new DateTime(2012,5,23) },
                new OHLCBar {Open = 28.55m, High =29.26m, Low = 28.45m, Close = 28.7m, Volume = 1901, OpenInterest = 23103, DT = new DateTime(2012,5,24) },
                new OHLCBar {Open = 28.7m, High =29.14m, Low = 28.15m, Close = 28.18m, Volume = 3980, OpenInterest = 22017, DT = new DateTime(2012,5,25) },
                new OHLCBar {Open = 27.94m, High =28.15m, Low = 27.65m, Close = 27.74m, Volume = 2363, OpenInterest = 22451, DT = new DateTime(2012,5,29) },
                new OHLCBar {Open = 28.05m, High =28.6m, Low = 28.03m, Close = 28.55m, Volume = 2316, OpenInterest = 22666, DT = new DateTime(2012,5,30) },
                new OHLCBar {Open = 28.33m, High =29m, Low = 28.2m, Close = 28.95m, Volume = 3984, OpenInterest = 22740, DT = new DateTime(2012,5,31) },
                new OHLCBar {Open = 29.25m, High =30.2m, Low = 29m, Close = 30.11m, Volume = 4738, OpenInterest = 22897, DT = new DateTime(2012,6,1) },
                new OHLCBar {Open = 30m, High =30.5m, Low = 29.64m, Close = 30.48m, Volume = 5994, OpenInterest = 24856, DT = new DateTime(2012,6,4) },
                new OHLCBar {Open = 30.4m, High =30.41m, Low = 29.6m, Close = 29.88m, Volume = 4353, OpenInterest = 25415, DT = new DateTime(2012,6,5) },
                new OHLCBar {Open = 29.5m, High =29.75m, Low = 28.95m, Close = 29.15m, Volume = 3387, OpenInterest = 26489, DT = new DateTime(2012,6,6) },
                new OHLCBar {Open = 28.85m, High =29.4m, Low = 28.45m, Close = 28.93m, Volume = 5295, OpenInterest = 27779, DT = new DateTime(2012,6,7) },
                new OHLCBar {Open = 29.1m, High =29.25m, Low = 27.7m, Close = 27.76m, Volume = 4504, OpenInterest = 27100, DT = new DateTime(2012,6,8) },
                new OHLCBar {Open = 27.35m, High =30.05m, Low = 27.35m, Close = 30m, Volume = 4819, OpenInterest = 29137, DT = new DateTime(2012,6,11) },
                new OHLCBar {Open = 29.67m, High =29.81m, Low = 29.2m, Close = 29.64m, Volume = 5540, OpenInterest = 29482, DT = new DateTime(2012,6,12) },
                new OHLCBar {Open = 29.6m, High =30.59m, Low = 29.6m, Close = 30.54m, Volume = 5735, OpenInterest = 30429, DT = new DateTime(2012,6,13) },
                new OHLCBar {Open = 30.95m, High =30.95m, Low = 29.15m, Close = 29.43m, Volume = 5490, OpenInterest = 31005, DT = new DateTime(2012,6,14) },
                new OHLCBar {Open = 29.2m, High =29.5m, Low = 27.95m, Close = 27.97m, Volume = 4973, OpenInterest = 32036, DT = new DateTime(2012,6,15) },
                new OHLCBar {Open = 27.95m, High =28.85m, Low = 27.3m, Close = 27.55m, Volume = 5740, OpenInterest = 32527, DT = new DateTime(2012,6,18) },
                new OHLCBar {Open = 27.34m, High =27.68m, Low = 27.01m, Close = 27.48m, Volume = 3947, OpenInterest = 33452, DT = new DateTime(2012,6,19) },
                new OHLCBar {Open = 27.23m, High =27.61m, Low = 26.5m, Close = 26.52m, Volume = 5179, OpenInterest = 33043, DT = new DateTime(2012,6,20) },
                new OHLCBar {Open = 26.47m, High =28.1m, Low = 26.3m, Close = 27.54m, Volume = 6807, OpenInterest = 32837, DT = new DateTime(2012,6,21) },
                new OHLCBar {Open = 27.4m, High =27.43m, Low = 26.25m, Close = 27.2m, Volume = 5689, OpenInterest = 33847, DT = new DateTime(2012,6,22) },
                new OHLCBar {Open = 27.1m, High =27.8m, Low = 27.08m, Close = 27.41m, Volume = 3649, OpenInterest = 33735, DT = new DateTime(2012,6,25) },
                new OHLCBar {Open = 27.3m, High =27.73m, Low = 26.78m, Close = 26.98m, Volume = 5519, OpenInterest = 34326, DT = new DateTime(2012,6,26) },
                new OHLCBar {Open = 26.85m, High =27m, Low = 26.55m, Close = 26.67m, Volume = 3922, OpenInterest = 34791, DT = new DateTime(2012,6,27) },
                new OHLCBar {Open = 26.85m, High =27.3m, Low = 26.29m, Close = 26.31m, Volume = 4820, OpenInterest = 34826, DT = new DateTime(2012,6,28) },
                new OHLCBar {Open = 25.75m, High =25.8m, Low = 25.4m, Close = 25.42m, Volume = 4408, OpenInterest = 34456, DT = new DateTime(2012,6,29) },
                new OHLCBar {Open = 25.25m, High =25.45m, Low = 24.75m, Close = 24.88m, Volume = 6676, OpenInterest = 33636, DT = new DateTime(2012,7,2) },
                new OHLCBar {Open = 24.83m, High =24.95m, Low = 24.26m, Close = 24.26m, Volume = 5128, OpenInterest = 33730, DT = new DateTime(2012,7,3) },
                new OHLCBar {Open = 24.4m, High =25.1m, Low = 24.35m, Close = 24.63m, Volume = 4895, OpenInterest = 32515, DT = new DateTime(2012,7,5) },
                new OHLCBar {Open = 24.8m, High =25.26m, Low = 24.23m, Close = 24.26m, Volume = 3365, OpenInterest = 32275, DT = new DateTime(2012,7,6) },
                new OHLCBar {Open = 24.54m, High =24.77m, Low = 24.1m, Close = 24.18m, Volume = 4222, OpenInterest = 32546, DT = new DateTime(2012,7,9) },
                new OHLCBar {Open = 24.1m, High =24.71m, Low = 23.9m, Close = 24.36m, Volume = 4360, OpenInterest = 32752, DT = new DateTime(2012,7,10) },
                new OHLCBar {Open = 24.3m, High =24.65m, Low = 23.8m, Close = 24.09m, Volume = 5507, OpenInterest = 33232, DT = new DateTime(2012,7,11) },
                new OHLCBar {Open = 24.3m, High =24.79m, Low = 23.94m, Close = 24.24m, Volume = 4039, OpenInterest = 33297, DT = new DateTime(2012,7,12) },
                new OHLCBar {Open = 24.16m, High =24.26m, Low = 23.39m, Close = 23.67m, Volume = 4970, OpenInterest = 33619, DT = new DateTime(2012,7,13) },
                new OHLCBar {Open = 23.77m, High =23.9m, Low = 23.48m, Close = 23.71m, Volume = 3610, OpenInterest = 33823, DT = new DateTime(2012,7,16) },
                new OHLCBar {Open = 23.5m, High =23.8m, Low = 23.04m, Close = 23.14m, Volume = 6991, OpenInterest = 34159, DT = new DateTime(2012,7,17) },
                new OHLCBar {Open = 23.15m, High =23.45m, Low = 23m, Close = 23.22m, Volume = 4817, OpenInterest = 34624, DT = new DateTime(2012,7,18) },
                new OHLCBar {Open = 23.06m, High =23.42m, Low = 22.9m, Close = 22.98m, Volume = 4106, OpenInterest = 34237, DT = new DateTime(2012,7,19) },
                new OHLCBar {Open = 23.3m, High =23.9m, Low = 23.25m, Close = 23.51m, Volume = 6146, OpenInterest = 33911, DT = new DateTime(2012,7,20) },
                new OHLCBar {Open = 24.35m, High =25.1m, Low = 24.3m, Close = 24.59m, Volume = 8262, OpenInterest = 32786, DT = new DateTime(2012,7,23) },
                new OHLCBar {Open = 24.75m, High =25.5m, Low = 24.3m, Close = 25.17m, Volume = 6980, OpenInterest = 31733, DT = new DateTime(2012,7,24) },
                new OHLCBar {Open = 25m, High =25.35m, Low = 24.45m, Close = 24.7m, Volume = 5926, OpenInterest = 31562, DT = new DateTime(2012,7,25) },
                new OHLCBar {Open = 24.25m, High =24.3m, Low = 23.45m, Close = 23.55m, Volume = 6948, OpenInterest = 29133, DT = new DateTime(2012,7,26) },
                new OHLCBar {Open = 23.4m, High =23.65m, Low = 23.05m, Close = 23.47m, Volume = 7132, OpenInterest = 28427, DT = new DateTime(2012,7,27) },
                new OHLCBar {Open = 23.55m, High =23.85m, Low = 23.25m, Close = 23.79m, Volume = 4920, OpenInterest = 28911, DT = new DateTime(2012,7,30) },
                new OHLCBar {Open = 23.75m, High =24.2m, Low = 23.6m, Close = 24m, Volume = 4587, OpenInterest = 28454, DT = new DateTime(2012,7,31) },
                new OHLCBar {Open = 23.8m, High =24.06m, Low = 23.5m, Close = 24.05m, Volume = 5472, OpenInterest = 28202, DT = new DateTime(2012,8,1) },
                new OHLCBar {Open = 23.78m, High =24.66m, Low = 23.6m, Close = 23.8m, Volume = 6817, OpenInterest = 28024, DT = new DateTime(2012,8,2) },
                new OHLCBar {Open = 23.54m, High =23.6m, Low = 22.8m, Close = 22.85m, Volume = 5998, OpenInterest = 27399, DT = new DateTime(2012,8,3) },
                new OHLCBar {Open = 22.65m, High =22.9m, Low = 22.49m, Close = 22.69m, Volume = 8963, OpenInterest = 28036, DT = new DateTime(2012,8,6) },
                new OHLCBar {Open = 22.55m, High =23.1m, Low = 22.35m, Close = 22.96m, Volume = 6368, OpenInterest = 29454, DT = new DateTime(2012,8,7) },
                new OHLCBar {Open = 23.14m, High =23.15m, Low = 22.4m, Close = 22.49m, Volume = 5737, OpenInterest = 30601, DT = new DateTime(2012,8,8) },
                new OHLCBar {Open = 22.59m, High =22.7m, Low = 22.25m, Close = 22.32m, Volume = 4726, OpenInterest = 31145, DT = new DateTime(2012,8,9) },
                new OHLCBar {Open = 22.6m, High =22.65m, Low = 22.1m, Close = 22.13m, Volume = 3419, OpenInterest = 31091, DT = new DateTime(2012,8,10) },
                new OHLCBar {Open = 22.15m, High =22.25m, Low = 21.8m, Close = 21.98m, Volume = 3857, OpenInterest = 32052, DT = new DateTime(2012,8,13) },
                new OHLCBar {Open = 21.8m, High =22.6m, Low = 21.72m, Close = 22.47m, Volume = 5823, OpenInterest = 32833, DT = new DateTime(2012,8,14) },
                new OHLCBar {Open = 22.51m, High =22.7m, Low = 22.2m, Close = 22.48m, Volume = 8549, OpenInterest = 34377, DT = new DateTime(2012,8,15) },
                new OHLCBar {Open = 22.42m, High =22.75m, Low = 22.2m, Close = 22.22m, Volume = 6943, OpenInterest = 35399, DT = new DateTime(2012,8,16) },
                new OHLCBar {Open = 22.45m, High =22.55m, Low = 21.9m, Close = 21.92m, Volume = 5970, OpenInterest = 35640, DT = new DateTime(2012,8,17) },
                new OHLCBar {Open = 22.05m, High =22.4m, Low = 22m, Close = 22.16m, Volume = 5952, OpenInterest = 35526, DT = new DateTime(2012,8,20) },
                new OHLCBar {Open = 22.15m, High =22.77m, Low = 22.05m, Close = 22.58m, Volume = 8620, OpenInterest = 36857, DT = new DateTime(2012,8,21) },
                new OHLCBar {Open = 22.85m, High =23.06m, Low = 22.55m, Close = 22.77m, Volume = 9513, OpenInterest = 36482, DT = new DateTime(2012,8,22) },
                new OHLCBar {Open = 22.8m, High =23.25m, Low = 22.78m, Close = 23.21m, Volume = 8269, OpenInterest = 36347, DT = new DateTime(2012,8,23) },
                new OHLCBar {Open = 23.3m, High =23.46m, Low = 22.63m, Close = 22.93m, Volume = 5419, OpenInterest = 35786, DT = new DateTime(2012,8,24) },
                new OHLCBar {Open = 22.78m, High =22.95m, Low = 22.54m, Close = 22.88m, Volume = 7607, OpenInterest = 34828, DT = new DateTime(2012,8,27) },
                new OHLCBar {Open = 22.85m, High =23.15m, Low = 22.7m, Close = 23.08m, Volume = 5133, OpenInterest = 33590, DT = new DateTime(2012,8,28) },
                new OHLCBar {Open = 23.1m, High =23.3m, Low = 22.65m, Close = 23.22m, Volume = 6590, OpenInterest = 33654, DT = new DateTime(2012,8,29) },
                new OHLCBar {Open = 23.4m, High =23.58m, Low = 23.18m, Close = 23.53m, Volume = 6314, OpenInterest = 32557, DT = new DateTime(2012,8,30) },
                new OHLCBar {Open = 23.05m, High =23.4m, Low = 22.65m, Close = 22.82m, Volume = 6347, OpenInterest = 32893, DT = new DateTime(2012,8,31) },
                new OHLCBar {Open = 22.85m, High =23.15m, Low = 22.51m, Close = 22.52m, Volume = 6370, OpenInterest = 33390, DT = new DateTime(2012,9,4) },
                new OHLCBar {Open = 22.6m, High =22.71m, Low = 22m, Close = 22.13m, Volume = 8022, OpenInterest = 35313, DT = new DateTime(2012,9,5) },
                new OHLCBar {Open = 22m, High =22.05m, Low = 20.45m, Close = 20.58m, Volume = 16282, OpenInterest = 39556, DT = new DateTime(2012,9,6) },
                new OHLCBar {Open = 20.5m, High =20.5m, Low = 19.55m, Close = 19.68m, Volume = 15324, OpenInterest = 44217, DT = new DateTime(2012,9,7) },
                new OHLCBar {Open = 19.7m, High =20.45m, Low = 19.33m, Close = 20.38m, Volume = 15112, OpenInterest = 46470, DT = new DateTime(2012,9,10) },
                new OHLCBar {Open = 20.05m, High =20.22m, Low = 19.55m, Close = 19.93m, Volume = 16911, OpenInterest = 49679, DT = new DateTime(2012,9,11) },
                new OHLCBar {Open = 19.5m, High =19.65m, Low = 18.95m, Close = 19.12m, Volume = 19849, OpenInterest = 52741, DT = new DateTime(2012,9,12) },
                new OHLCBar {Open = 19.25m, High =19.35m, Low = 17.75m, Close = 17.9m, Volume = 23819, OpenInterest = 56852, DT = new DateTime(2012,9,13) },
                new OHLCBar {Open = 17.8m, High =18.5m, Low = 17.15m, Close = 18.38m, Volume = 18954, OpenInterest = 59009, DT = new DateTime(2012,9,14) },
                new OHLCBar {Open = 18.45m, High =18.45m, Low = 17.85m, Close = 18.23m, Volume = 16978, OpenInterest = 58444, DT = new DateTime(2012,9,17) },
                new OHLCBar {Open = 18.07m, High =18.37m, Low = 17.58m, Close = 17.71m, Volume = 20184, OpenInterest = 62595, DT = new DateTime(2012,9,18) },
                new OHLCBar {Open = 17.65m, High =17.79m, Low = 17.3m, Close = 17.67m, Volume = 29192, OpenInterest = 64679, DT = new DateTime(2012,9,19) },
                new OHLCBar {Open = 17.85m, High =18.2m, Low = 17.65m, Close = 18.01m, Volume = 27678, OpenInterest = 64759, DT = new DateTime(2012,9,20) },
                new OHLCBar {Open = 17.8m, High =17.93m, Low = 17.56m, Close = 17.86m, Volume = 27175, OpenInterest = 66842, DT = new DateTime(2012,9,21) },
                new OHLCBar {Open = 18.15m, High =18.15m, Low = 17.4m, Close = 17.57m, Volume = 25164, OpenInterest = 70990, DT = new DateTime(2012,9,24) },
                new OHLCBar {Open = 17.5m, High =18.48m, Low = 17.2m, Close = 18.31m, Volume = 35987, OpenInterest = 75679, DT = new DateTime(2012,9,25) },
                new OHLCBar {Open = 18.35m, High =19.4m, Low = 18.3m, Close = 18.88m, Volume = 37945, OpenInterest = 80810, DT = new DateTime(2012,9,26) },
                new OHLCBar {Open = 18.55m, High =18.7m, Low = 17.55m, Close = 17.72m, Volume = 39147, OpenInterest = 86703, DT = new DateTime(2012,9,27) },
                new OHLCBar {Open = 17.9m, High =18.3m, Low = 17.71m, Close = 18.01m, Volume = 30614, OpenInterest = 87750, DT = new DateTime(2012,9,28) },
                new OHLCBar {Open = 17.9m, High =18.35m, Low = 17.35m, Close = 18.26m, Volume = 34377, OpenInterest = 94880, DT = new DateTime(2012,10,1) },
                new OHLCBar {Open = 17.95m, High =18.4m, Low = 17.7m, Close = 17.91m, Volume = 34573, OpenInterest = 99529, DT = new DateTime(2012,10,2) },
                new OHLCBar {Open = 17.95m, High =18.25m, Low = 17.55m, Close = 17.67m, Volume = 29735, OpenInterest = 102861, DT = new DateTime(2012,10,3) },
                new OHLCBar {Open = 17.65m, High =17.74m, Low = 17.25m, Close = 17.36m, Volume = 27219, OpenInterest = 109881, DT = new DateTime(2012,10,4) },
                new OHLCBar {Open = 17.3m, High =17.4m, Low = 16.7m, Close = 17.23m, Volume = 42559, OpenInterest = 116554, DT = new DateTime(2012,10,5) },
                new OHLCBar {Open = 17.45m, High =17.55m, Low = 17.18m, Close = 17.37m, Volume = 24236, OpenInterest = 121759, DT = new DateTime(2012,10,8) },
                new OHLCBar {Open = 17.2m, High =18.17m, Low = 17.2m, Close = 18.01m, Volume = 34615, OpenInterest = 124769, DT = new DateTime(2012,10,9) },
                new OHLCBar {Open = 17.95m, High =18.25m, Low = 17.7m, Close = 18.1m, Volume = 45018, OpenInterest = 140229, DT = new DateTime(2012,10,10) },
                new OHLCBar {Open = 17.95m, High =17.95m, Low = 17.4m, Close = 17.52m, Volume = 35121, OpenInterest = 146241, DT = new DateTime(2012,10,11) },
                new OHLCBar {Open = 17.25m, High =18m, Low = 17.15m, Close = 17.98m, Volume = 49442, OpenInterest = 153471, DT = new DateTime(2012,10,12) },
                new OHLCBar {Open = 17.75m, High =18m, Low = 17.1m, Close = 17.12m, Volume = 49188, OpenInterest = 162513, DT = new DateTime(2012,10,15) },
                new OHLCBar {Open = 16.9m, High =17.01m, Low = 16.65m, Close = 16.71m, Volume = 42728, OpenInterest = 174808, DT = new DateTime(2012,10,16) },
                new OHLCBar {Open = 16.65m, High =16.95m, Low = 16.4m, Close = 16.45m, Volume = 49152, OpenInterest = 177417, DT = new DateTime(2012,10,17) },
                new OHLCBar {Open = 16.55m, High =16.8m, Low = 16.3m, Close = 16.7m, Volume = 45999, OpenInterest = 173317, DT = new DateTime(2012,10,18) },
                new OHLCBar {Open = 16.7m, High =17.85m, Low = 16.65m, Close = 17.6m, Volume = 67435, OpenInterest = 171205, DT = new DateTime(2012,10,19) },
                new OHLCBar {Open = 17.5m, High =18.14m, Low = 17.25m, Close = 17.36m, Volume = 51133, OpenInterest = 160245, DT = new DateTime(2012,10,22) },
                new OHLCBar {Open = 17.8m, High =19.22m, Low = 17.8m, Close = 19.21m, Volume = 92195, OpenInterest = 155252, DT = new DateTime(2012,10,23) },
                new OHLCBar {Open = 18.85m, High =19.2m, Low = 18.5m, Close = 18.75m, Volume = 59030, OpenInterest = 144046, DT = new DateTime(2012,10,24) },
                new OHLCBar {Open = 18.4m, High =18.9m, Low = 18.15m, Close = 18.28m, Volume = 40944, OpenInterest = 141985, DT = new DateTime(2012,10,25) },
                new OHLCBar {Open = 18.75m, High =18.85m, Low = 18m, Close = 18.27m, Volume = 51093, OpenInterest = 133259, DT = new DateTime(2012,10,26) },
                new OHLCBar {Open = 17.9m, High =18.97m, Low = 17.75m, Close = 18.96m, Volume = 59672, OpenInterest = 128153, DT = new DateTime(2012,10,31) },
                new OHLCBar {Open = 18.7m, High =18.7m, Low = 16.85m, Close = 16.9m, Volume = 59958, OpenInterest = 119625, DT = new DateTime(2012,11,1) },
                new OHLCBar {Open = 16.95m, High =17.85m, Low = 16.65m, Close = 17.8m, Volume = 58195, OpenInterest = 113836, DT = new DateTime(2012,11,2) },
                new OHLCBar {Open = 17.8m, High =18.32m, Low = 17.58m, Close = 18.1m, Volume = 45229, OpenInterest = 106075, DT = new DateTime(2012,11,5) },
                new OHLCBar {Open = 17.95m, High =18.07m, Low = 16.85m, Close = 17.05m, Volume = 41466, OpenInterest = 105543, DT = new DateTime(2012,11,6) },
                new OHLCBar {Open = 17.25m, High =18.86m, Low = 17.2m, Close = 18.86m, Volume = 71794, OpenInterest = 104764, DT = new DateTime(2012,11,7) },
                new OHLCBar {Open = 18.5m, High =18.9m, Low = 18.06m, Close = 18.5m, Volume = 51854, OpenInterest = 87958, DT = new DateTime(2012,11,8) },
                new OHLCBar {Open = 18.9m, High =19.4m, Low = 17.94m, Close = 18.59m, Volume = 54009, OpenInterest = 82035, DT = new DateTime(2012,11,9) },
                new OHLCBar {Open = 18.35m, High =18.5m, Low = 17.05m, Close = 17.08m, Volume = 39934, OpenInterest = 79685, DT = new DateTime(2012,11,12) },
                new OHLCBar {Open = 17.5m, High =17.65m, Low = 16.64m, Close = 16.95m, Volume = 55585, OpenInterest = 72322, DT = new DateTime(2012,11,13) },
                new OHLCBar {Open = 16.8m, High =18.15m, Low = 16.4m, Close = 17.84m, Volume = 55010, OpenInterest = 65936, DT = new DateTime(2012,11,14) },
                new OHLCBar {Open = 17.7m, High =18.75m, Low = 17.3m, Close = 18.05m, Volume = 59416, OpenInterest = 54027, DT = new DateTime(2012,11,15) },
                new OHLCBar {Open = 18m, High =18.51m, Low = 16.7m, Close = 16.75m, Volume = 57455, OpenInterest = 46179, DT = new DateTime(2012,11,16) },
                new OHLCBar {Open = 16.4m, High =16.45m, Low = 15.2m, Close = 15.25m, Volume = 47467, OpenInterest = 44360, DT = new DateTime(2012,11,19) },
                new OHLCBar {Open = 15.35m, High =15.6m, Low = 14.95m, Close = 15.15m, Volume = 38384, OpenInterest = 43284, DT = new DateTime(2012,11,20) },
            };

            var dec12 = new List<OHLCBar>
            {
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,3,20) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,3,21) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,3,22) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,3,23) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,3,26) },
                new OHLCBar {Open = 25.65m, High =26.2m, Low = 25.6m, Close = 26.2m, Volume = 119, OpenInterest = 106, DT = new DateTime(2012,3,27) },
                new OHLCBar {Open = 26m, High =26.56m, Low = 25.92m, Close = 26.2m, Volume = 75, OpenInterest = 174, DT = new DateTime(2012,3,28) },
                new OHLCBar {Open = 25.9m, High =26.45m, Low = 25.9m, Close = 26.05m, Volume = 229, OpenInterest = 311, DT = new DateTime(2012,3,29) },
                new OHLCBar {Open = 25.81m, High =25.81m, Low = 25.5m, Close = 25.7m, Volume = 24, OpenInterest = 318, DT = new DateTime(2012,3,30) },
                new OHLCBar {Open = 25.5m, High =25.65m, Low = 25.38m, Close = 25.56m, Volume = 9, OpenInterest = 321, DT = new DateTime(2012,4,2) },
                new OHLCBar {Open = 25.65m, High =26m, Low = 25.43m, Close = 25.59m, Volume = 441, OpenInterest = 626, DT = new DateTime(2012,4,3) },
                new OHLCBar {Open = 25.75m, High =26.1m, Low = 25.64m, Close = 25.73m, Volume = 285, OpenInterest = 867, DT = new DateTime(2012,4,4) },
                new OHLCBar {Open = 25.85m, High =25.95m, Low = 25.54m, Close = 25.95m, Volume = 144, OpenInterest = 941, DT = new DateTime(2012,4,5) },
                new OHLCBar {Open = 26.3m, High =26.55m, Low = 26.15m, Close = 26.55m, Volume = 324, OpenInterest = 1198, DT = new DateTime(2012,4,9) },
                new OHLCBar {Open = 26.5m, High =27.55m, Low = 26.45m, Close = 27.45m, Volume = 93, OpenInterest = 1262, DT = new DateTime(2012,4,10) },
                new OHLCBar {Open = 27.26m, High =27.45m, Low = 26.85m, Close = 27.45m, Volume = 129, OpenInterest = 1328, DT = new DateTime(2012,4,11) },
                new OHLCBar {Open = 27.51m, High =27.51m, Low = 26.35m, Close = 26.35m, Volume = 265, OpenInterest = 1566, DT = new DateTime(2012,4,12) },
                new OHLCBar {Open = 26.59m, High =27.2m, Low = 26.59m, Close = 27.2m, Volume = 19, OpenInterest = 1577, DT = new DateTime(2012,4,13) },
                new OHLCBar {Open = 26.96m, High =27.2m, Low = 26.55m, Close = 26.85m, Volume = 67, OpenInterest = 1594, DT = new DateTime(2012,4,16) },
                new OHLCBar {Open = 26.84m, High =26.84m, Low = 26.1m, Close = 26.45m, Volume = 253, OpenInterest = 1779, DT = new DateTime(2012,4,17) },
                new OHLCBar {Open = 26.7m, High =26.7m, Low = 26.29m, Close = 26.67m, Volume = 472, OpenInterest = 2176, DT = new DateTime(2012,4,18) },
                new OHLCBar {Open = 26.4m, High =26.8m, Low = 26.23m, Close = 26.55m, Volume = 251, OpenInterest = 2388, DT = new DateTime(2012,4,19) },
                new OHLCBar {Open = 26.15m, High =26.3m, Low = 25.98m, Close = 26.1m, Volume = 237, OpenInterest = 2578, DT = new DateTime(2012,4,20) },
                new OHLCBar {Open = 27.05m, High =27.05m, Low = 26.55m, Close = 26.7m, Volume = 168, OpenInterest = 2703, DT = new DateTime(2012,4,23) },
                new OHLCBar {Open = 26.43m, High =26.7m, Low = 26.35m, Close = 26.55m, Volume = 294, OpenInterest = 2925, DT = new DateTime(2012,4,24) },
                new OHLCBar {Open = 26m, High =26.31m, Low = 25.73m, Close = 25.75m, Volume = 448, OpenInterest = 3174, DT = new DateTime(2012,4,25) },
                new OHLCBar {Open = 25.66m, High =25.95m, Low = 25.35m, Close = 25.54m, Volume = 76, OpenInterest = 3202, DT = new DateTime(2012,4,26) },
                new OHLCBar {Open = 25.36m, High =25.82m, Low = 25.35m, Close = 25.45m, Volume = 214, OpenInterest = 3322, DT = new DateTime(2012,4,27) },
                new OHLCBar {Open = 25.45m, High =25.55m, Low = 25.24m, Close = 25.45m, Volume = 240, OpenInterest = 3411, DT = new DateTime(2012,4,30) },
                new OHLCBar {Open = 25.4m, High =25.52m, Low = 24.9m, Close = 25.25m, Volume = 630, OpenInterest = 3858, DT = new DateTime(2012,5,1) },
                new OHLCBar {Open = 25.33m, High =25.55m, Low = 24.95m, Close = 24.95m, Volume = 321, OpenInterest = 4090, DT = new DateTime(2012,5,2) },
                new OHLCBar {Open = 25m, High =25.3m, Low = 24.75m, Close = 25.2m, Volume = 886, OpenInterest = 4577, DT = new DateTime(2012,5,3) },
                new OHLCBar {Open = 25.23m, High =25.7m, Low = 25.23m, Close = 25.45m, Volume = 569, OpenInterest = 4724, DT = new DateTime(2012,5,4) },
                new OHLCBar {Open = 25.55m, High =25.55m, Low = 24.96m, Close = 25.1m, Volume = 328, OpenInterest = 4815, DT = new DateTime(2012,5,7) },
                new OHLCBar {Open = 25.2m, High =26.03m, Low = 25.2m, Close = 25.4m, Volume = 278, OpenInterest = 4956, DT = new DateTime(2012,5,8) },
                new OHLCBar {Open = 25.61m, High =26.08m, Low = 25.4m, Close = 25.87m, Volume = 634, OpenInterest = 5301, DT = new DateTime(2012,5,9) },
                new OHLCBar {Open = 25.57m, High =25.8m, Low = 25.35m, Close = 25.5m, Volume = 700, OpenInterest = 5703, DT = new DateTime(2012,5,10) },
                new OHLCBar {Open = 25.9m, High =26.19m, Low = 25.53m, Close = 26.1m, Volume = 728, OpenInterest = 5987, DT = new DateTime(2012,5,11) },
                new OHLCBar {Open = 26.48m, High =27.21m, Low = 26.3m, Close = 27.21m, Volume = 553, OpenInterest = 6191, DT = new DateTime(2012,5,14) },
                new OHLCBar {Open = 26.8m, High =27.9m, Low = 26.6m, Close = 27.85m, Volume = 737, OpenInterest = 6475, DT = new DateTime(2012,5,15) },
                new OHLCBar {Open = 27.7m, High =28.5m, Low = 27.4m, Close = 28.35m, Volume = 1759, OpenInterest = 6978, DT = new DateTime(2012,5,16) },
                new OHLCBar {Open = 28.15m, High =28.85m, Low = 28.1m, Close = 28.49m, Volume = 2115, OpenInterest = 7949, DT = new DateTime(2012,5,17) },
                new OHLCBar {Open = 28.34m, High =29.4m, Low = 27.85m, Close = 29.39m, Volume = 2389, OpenInterest = 9096, DT = new DateTime(2012,5,18) },
                new OHLCBar {Open = 28.9m, High =29.12m, Low = 28.3m, Close = 28.54m, Volume = 2834, OpenInterest = 9636, DT = new DateTime(2012,5,21) },
                new OHLCBar {Open = 28.2m, High =29.4m, Low = 27.94m, Close = 28.99m, Volume = 2702, OpenInterest = 10429, DT = new DateTime(2012,5,22) },
                new OHLCBar {Open = 29.1m, High =29.55m, Low = 28.45m, Close = 28.52m, Volume = 2682, OpenInterest = 11546, DT = new DateTime(2012,5,23) },
                new OHLCBar {Open = 28.37m, High =29m, Low = 28.2m, Close = 28.38m, Volume = 1808, OpenInterest = 12168, DT = new DateTime(2012,5,24) },
                new OHLCBar {Open = 28.6m, High =28.85m, Low = 28m, Close = 28.04m, Volume = 1619, OpenInterest = 12327, DT = new DateTime(2012,5,25) },
                new OHLCBar {Open = 27.77m, High =27.95m, Low = 27.5m, Close = 27.58m, Volume = 1189, OpenInterest = 12519, DT = new DateTime(2012,5,29) },
                new OHLCBar {Open = 27.65m, High =28.4m, Low = 27.65m, Close = 28.39m, Volume = 1080, OpenInterest = 12946, DT = new DateTime(2012,5,30) },
                new OHLCBar {Open = 28.15m, High =28.85m, Low = 28m, Close = 28.69m, Volume = 2973, OpenInterest = 13572, DT = new DateTime(2012,5,31) },
                new OHLCBar {Open = 28.85m, High =29.9m, Low = 28.7m, Close = 29.84m, Volume = 2638, OpenInterest = 13989, DT = new DateTime(2012,6,1) },
                new OHLCBar {Open = 29.6m, High =30.2m, Low = 29.35m, Close = 30.2m, Volume = 2467, OpenInterest = 14767, DT = new DateTime(2012,6,4) },
                new OHLCBar {Open = 30m, High =30.17m, Low = 29.4m, Close = 29.73m, Volume = 2623, OpenInterest = 15013, DT = new DateTime(2012,6,5) },
                new OHLCBar {Open = 29.2m, High =29.5m, Low = 28.88m, Close = 29.04m, Volume = 3051, OpenInterest = 16077, DT = new DateTime(2012,6,6) },
                new OHLCBar {Open = 28.6m, High =29.25m, Low = 28.36m, Close = 29m, Volume = 4008, OpenInterest = 16552, DT = new DateTime(2012,6,7) },
                new OHLCBar {Open = 29.1m, High =29.25m, Low = 27.75m, Close = 27.79m, Volume = 3483, OpenInterest = 16825, DT = new DateTime(2012,6,8) },
                new OHLCBar {Open = 27.5m, High =29.95m, Low = 27.45m, Close = 29.94m, Volume = 3974, OpenInterest = 18978, DT = new DateTime(2012,6,11) },
                new OHLCBar {Open = 29.61m, High =29.8m, Low = 29.19m, Close = 29.72m, Volume = 4136, OpenInterest = 20424, DT = new DateTime(2012,6,12) },
                new OHLCBar {Open = 29.6m, High =30.61m, Low = 29.6m, Close = 30.61m, Volume = 4276, OpenInterest = 22146, DT = new DateTime(2012,6,13) },
                new OHLCBar {Open = 30.45m, High =30.55m, Low = 29.25m, Close = 29.55m, Volume = 3952, OpenInterest = 23536, DT = new DateTime(2012,6,14) },
                new OHLCBar {Open = 29.05m, High =29.62m, Low = 28.25m, Close = 28.4m, Volume = 3148, OpenInterest = 24635, DT = new DateTime(2012,6,15) },
                new OHLCBar {Open = 28.15m, High =29.05m, Low = 27.7m, Close = 27.95m, Volume = 4203, OpenInterest = 25813, DT = new DateTime(2012,6,18) },
                new OHLCBar {Open = 27.7m, High =28m, Low = 27.45m, Close = 27.95m, Volume = 3894, OpenInterest = 26797, DT = new DateTime(2012,6,19) },
                new OHLCBar {Open = 27.65m, High =28.05m, Low = 27.05m, Close = 27.11m, Volume = 2529, OpenInterest = 26788, DT = new DateTime(2012,6,20) },
                new OHLCBar {Open = 26.95m, High =28.55m, Low = 26.85m, Close = 28.05m, Volume = 4768, OpenInterest = 26577, DT = new DateTime(2012,6,21) },
                new OHLCBar {Open = 27.95m, High =27.95m, Low = 26.85m, Close = 27.91m, Volume = 3193, OpenInterest = 27196, DT = new DateTime(2012,6,22) },
                new OHLCBar {Open = 28m, High =28.37m, Low = 27.65m, Close = 28.08m, Volume = 3532, OpenInterest = 27159, DT = new DateTime(2012,6,25) },
                new OHLCBar {Open = 28m, High =28.3m, Low = 27.33m, Close = 27.63m, Volume = 3978, OpenInterest = 27488, DT = new DateTime(2012,6,26) },
                new OHLCBar {Open = 27.5m, High =27.56m, Low = 27.1m, Close = 27.22m, Volume = 3918, OpenInterest = 27357, DT = new DateTime(2012,6,27) },
                new OHLCBar {Open = 27.3m, High =27.75m, Low = 26.8m, Close = 26.99m, Volume = 4079, OpenInterest = 28072, DT = new DateTime(2012,6,28) },
                new OHLCBar {Open = 26.21m, High =26.35m, Low = 25.95m, Close = 25.97m, Volume = 3440, OpenInterest = 27882, DT = new DateTime(2012,6,29) },
                new OHLCBar {Open = 25.7m, High =26m, Low = 25.34m, Close = 25.62m, Volume = 6152, OpenInterest = 28784, DT = new DateTime(2012,7,2) },
                new OHLCBar {Open = 25.46m, High =25.6m, Low = 25m, Close = 25.03m, Volume = 3772, OpenInterest = 29189, DT = new DateTime(2012,7,3) },
                new OHLCBar {Open = 25.05m, High =25.75m, Low = 25.05m, Close = 25.23m, Volume = 4177, OpenInterest = 28012, DT = new DateTime(2012,7,5) },
                new OHLCBar {Open = 25.35m, High =25.83m, Low = 24.8m, Close = 24.89m, Volume = 2652, OpenInterest = 27849, DT = new DateTime(2012,7,6) },
                new OHLCBar {Open = 25.08m, High =25.33m, Low = 24.75m, Close = 24.88m, Volume = 3566, OpenInterest = 28863, DT = new DateTime(2012,7,9) },
                new OHLCBar {Open = 24.8m, High =25.3m, Low = 24.5m, Close = 24.97m, Volume = 4379, OpenInterest = 29086, DT = new DateTime(2012,7,10) },
                new OHLCBar {Open = 24.8m, High =25.15m, Low = 24.35m, Close = 24.69m, Volume = 3899, OpenInterest = 30426, DT = new DateTime(2012,7,11) },
                new OHLCBar {Open = 24.9m, High =25.37m, Low = 24.45m, Close = 24.73m, Volume = 3199, OpenInterest = 30399, DT = new DateTime(2012,7,12) },
                new OHLCBar {Open = 24.7m, High =24.71m, Low = 23.9m, Close = 24.22m, Volume = 3746, OpenInterest = 30422, DT = new DateTime(2012,7,13) },
                new OHLCBar {Open = 24.35m, High =24.45m, Low = 24m, Close = 24.33m, Volume = 2448, OpenInterest = 30804, DT = new DateTime(2012,7,16) },
                new OHLCBar {Open = 24.14m, High =24.36m, Low = 23.6m, Close = 23.8m, Volume = 4864, OpenInterest = 31600, DT = new DateTime(2012,7,17) },
                new OHLCBar {Open = 23.82m, High =24.1m, Low = 23.66m, Close = 23.93m, Volume = 3653, OpenInterest = 32910, DT = new DateTime(2012,7,18) },
                new OHLCBar {Open = 23.82m, High =24.1m, Low = 23.65m, Close = 23.79m, Volume = 2530, OpenInterest = 33550, DT = new DateTime(2012,7,19) },
                new OHLCBar {Open = 24.05m, High =24.55m, Low = 23.95m, Close = 24.14m, Volume = 4031, OpenInterest = 33249, DT = new DateTime(2012,7,20) },
                new OHLCBar {Open = 25m, High =25.6m, Low = 24.9m, Close = 25.09m, Volume = 4605, OpenInterest = 33093, DT = new DateTime(2012,7,23) },
                new OHLCBar {Open = 25.3m, High =25.87m, Low = 24.85m, Close = 25.52m, Volume = 4016, OpenInterest = 33212, DT = new DateTime(2012,7,24) },
                new OHLCBar {Open = 25.29m, High =25.7m, Low = 24.9m, Close = 25.2m, Volume = 3493, OpenInterest = 33772, DT = new DateTime(2012,7,25) },
                new OHLCBar {Open = 24.65m, High =24.8m, Low = 23.95m, Close = 24.05m, Volume = 3716, OpenInterest = 33607, DT = new DateTime(2012,7,26) },
                new OHLCBar {Open = 23.95m, High =24.25m, Low = 23.6m, Close = 24.13m, Volume = 3776, OpenInterest = 33860, DT = new DateTime(2012,7,27) },
                new OHLCBar {Open = 24.15m, High =24.47m, Low = 23.95m, Close = 24.33m, Volume = 3043, OpenInterest = 34392, DT = new DateTime(2012,7,30) },
                new OHLCBar {Open = 24.3m, High =24.8m, Low = 24.25m, Close = 24.58m, Volume = 2766, OpenInterest = 34024, DT = new DateTime(2012,7,31) },
                new OHLCBar {Open = 24.4m, High =24.8m, Low = 24.15m, Close = 24.75m, Volume = 4187, OpenInterest = 34971, DT = new DateTime(2012,8,1) },
                new OHLCBar {Open = 24.5m, High =25.26m, Low = 24.25m, Close = 24.6m, Volume = 4089, OpenInterest = 34781, DT = new DateTime(2012,8,2) },
                new OHLCBar {Open = 24.33m, High =24.45m, Low = 23.65m, Close = 23.71m, Volume = 4767, OpenInterest = 34787, DT = new DateTime(2012,8,3) },
                new OHLCBar {Open = 23.45m, High =23.75m, Low = 23.37m, Close = 23.64m, Volume = 3058, OpenInterest = 35154, DT = new DateTime(2012,8,6) },
                new OHLCBar {Open = 23.5m, High =24m, Low = 23.3m, Close = 23.8m, Volume = 3562, OpenInterest = 34919, DT = new DateTime(2012,8,7) },
                new OHLCBar {Open = 24.1m, High =24.1m, Low = 23.3m, Close = 23.48m, Volume = 3555, OpenInterest = 35642, DT = new DateTime(2012,8,8) },
                new OHLCBar {Open = 23.55m, High =23.7m, Low = 23.25m, Close = 23.35m, Volume = 2205, OpenInterest = 35819, DT = new DateTime(2012,8,9) },
                new OHLCBar {Open = 23.6m, High =23.6m, Low = 23.13m, Close = 23.17m, Volume = 1756, OpenInterest = 35811, DT = new DateTime(2012,8,10) },
                new OHLCBar {Open = 23.2m, High =23.3m, Low = 22.8m, Close = 23.04m, Volume = 3638, OpenInterest = 36429, DT = new DateTime(2012,8,13) },
                new OHLCBar {Open = 22.85m, High =23.6m, Low = 22.78m, Close = 23.43m, Volume = 3232, OpenInterest = 35378, DT = new DateTime(2012,8,14) },
                new OHLCBar {Open = 23.5m, High =23.71m, Low = 23.2m, Close = 23.49m, Volume = 3927, OpenInterest = 35533, DT = new DateTime(2012,8,15) },
                new OHLCBar {Open = 23.44m, High =23.75m, Low = 23.3m, Close = 23.31m, Volume = 3556, OpenInterest = 35775, DT = new DateTime(2012,8,16) },
                new OHLCBar {Open = 23.45m, High =23.65m, Low = 23m, Close = 23.01m, Volume = 5243, OpenInterest = 35951, DT = new DateTime(2012,8,17) },
                new OHLCBar {Open = 23.05m, High =23.47m, Low = 23m, Close = 23.4m, Volume = 3644, OpenInterest = 35515, DT = new DateTime(2012,8,20) },
                new OHLCBar {Open = 23.4m, High =23.9m, Low = 23.25m, Close = 23.77m, Volume = 5034, OpenInterest = 35958, DT = new DateTime(2012,8,21) },
                new OHLCBar {Open = 24m, High =24.2m, Low = 23.65m, Close = 23.77m, Volume = 6528, OpenInterest = 35443, DT = new DateTime(2012,8,22) },
                new OHLCBar {Open = 23.8m, High =24.35m, Low = 23.8m, Close = 24.31m, Volume = 6205, OpenInterest = 35400, DT = new DateTime(2012,8,23) },
                new OHLCBar {Open = 24.35m, High =24.47m, Low = 23.71m, Close = 23.98m, Volume = 4414, OpenInterest = 34756, DT = new DateTime(2012,8,24) },
                new OHLCBar {Open = 23.8m, High =23.95m, Low = 23.6m, Close = 23.83m, Volume = 5141, OpenInterest = 34747, DT = new DateTime(2012,8,27) },
                new OHLCBar {Open = 23.85m, High =24.07m, Low = 23.63m, Close = 24.03m, Volume = 5306, OpenInterest = 34565, DT = new DateTime(2012,8,28) },
                new OHLCBar {Open = 24m, High =24.2m, Low = 23.6m, Close = 24.15m, Volume = 5432, OpenInterest = 35171, DT = new DateTime(2012,8,29) },
                new OHLCBar {Open = 24.25m, High =24.45m, Low = 24.05m, Close = 24.32m, Volume = 6451, OpenInterest = 34875, DT = new DateTime(2012,8,30) },
                new OHLCBar {Open = 23.95m, High =24.22m, Low = 23.55m, Close = 23.78m, Volume = 4995, OpenInterest = 34902, DT = new DateTime(2012,8,31) },
                new OHLCBar {Open = 23.75m, High =24.15m, Low = 23.59m, Close = 23.62m, Volume = 6303, OpenInterest = 35562, DT = new DateTime(2012,9,4) },
                new OHLCBar {Open = 23.7m, High =23.85m, Low = 23.1m, Close = 23.12m, Volume = 5880, OpenInterest = 36162, DT = new DateTime(2012,9,5) },
                new OHLCBar {Open = 23m, High =23.05m, Low = 21.75m, Close = 21.92m, Volume = 8383, OpenInterest = 35882, DT = new DateTime(2012,9,6) },
                new OHLCBar {Open = 21.65m, High =21.7m, Low = 20.95m, Close = 21.02m, Volume = 8650, OpenInterest = 34830, DT = new DateTime(2012,9,7) },
                new OHLCBar {Open = 21.15m, High =21.7m, Low = 20.83m, Close = 21.52m, Volume = 9512, OpenInterest = 34612, DT = new DateTime(2012,9,10) },
                new OHLCBar {Open = 21.25m, High =21.5m, Low = 20.85m, Close = 21.25m, Volume = 10845, OpenInterest = 35261, DT = new DateTime(2012,9,11) },
                new OHLCBar {Open = 20.9m, High =20.9m, Low = 20.28m, Close = 20.37m, Volume = 13139, OpenInterest = 35565, DT = new DateTime(2012,9,12) },
                new OHLCBar {Open = 20.5m, High =20.56m, Low = 19m, Close = 19.19m, Volume = 13236, OpenInterest = 35479, DT = new DateTime(2012,9,13) },
                new OHLCBar {Open = 19.15m, High =19.5m, Low = 18.35m, Close = 19.33m, Volume = 14700, OpenInterest = 35371, DT = new DateTime(2012,9,14) },
                new OHLCBar {Open = 19.25m, High =19.4m, Low = 18.87m, Close = 19.11m, Volume = 10331, OpenInterest = 34787, DT = new DateTime(2012,9,17) },
                new OHLCBar {Open = 19.15m, High =19.45m, Low = 18.85m, Close = 19.04m, Volume = 14573, OpenInterest = 36627, DT = new DateTime(2012,9,18) },
                new OHLCBar {Open = 18.87m, High =19.12m, Low = 18.65m, Close = 18.98m, Volume = 13221, OpenInterest = 40245, DT = new DateTime(2012,9,19) },
                new OHLCBar {Open = 19.05m, High =19.45m, Low = 18.95m, Close = 19.16m, Volume = 10649, OpenInterest = 41902, DT = new DateTime(2012,9,20) },
                new OHLCBar {Open = 19m, High =19.3m, Low = 18.8m, Close = 19.22m, Volume = 9137, OpenInterest = 42220, DT = new DateTime(2012,9,21) },
                new OHLCBar {Open = 19.4m, High =19.4m, Low = 18.74m, Close = 18.96m, Volume = 10601, OpenInterest = 44626, DT = new DateTime(2012,9,24) },
                new OHLCBar {Open = 18.95m, High =19.65m, Low = 18.55m, Close = 19.46m, Volume = 15706, OpenInterest = 45112, DT = new DateTime(2012,9,25) },
                new OHLCBar {Open = 19.45m, High =20.3m, Low = 19.45m, Close = 19.92m, Volume = 14193, OpenInterest = 43823, DT = new DateTime(2012,9,26) },
                new OHLCBar {Open = 19.5m, High =19.75m, Low = 18.75m, Close = 18.91m, Volume = 13888, OpenInterest = 46325, DT = new DateTime(2012,9,27) },
                new OHLCBar {Open = 19.25m, High =19.41m, Low = 18.9m, Close = 19.17m, Volume = 11857, OpenInterest = 46380, DT = new DateTime(2012,9,28) },
                new OHLCBar {Open = 19.05m, High =19.3m, Low = 18.5m, Close = 19.17m, Volume = 11769, OpenInterest = 46590, DT = new DateTime(2012,10,1) },
                new OHLCBar {Open = 19.05m, High =19.3m, Low = 18.7m, Close = 18.97m, Volume = 14535, OpenInterest = 47906, DT = new DateTime(2012,10,2) },
                new OHLCBar {Open = 19m, High =19.13m, Low = 18.55m, Close = 18.77m, Volume = 13057, OpenInterest = 50491, DT = new DateTime(2012,10,3) },
                new OHLCBar {Open = 18.6m, High =18.72m, Low = 18.3m, Close = 18.36m, Volume = 10859, OpenInterest = 52677, DT = new DateTime(2012,10,4) },
                new OHLCBar {Open = 18.2m, High =18.4m, Low = 17.78m, Close = 18.21m, Volume = 12714, OpenInterest = 54319, DT = new DateTime(2012,10,5) },
                new OHLCBar {Open = 18.4m, High =18.5m, Low = 18.15m, Close = 18.33m, Volume = 7827, OpenInterest = 55479, DT = new DateTime(2012,10,8) },
                new OHLCBar {Open = 18.25m, High =18.93m, Low = 18.15m, Close = 18.72m, Volume = 13359, OpenInterest = 57375, DT = new DateTime(2012,10,9) },
                new OHLCBar {Open = 18.65m, High =19m, Low = 18.5m, Close = 18.98m, Volume = 14749, OpenInterest = 58894, DT = new DateTime(2012,10,10) },
                new OHLCBar {Open = 18.65m, High =18.77m, Low = 18.2m, Close = 18.47m, Volume = 12930, OpenInterest = 60719, DT = new DateTime(2012,10,11) },
                new OHLCBar {Open = 18.2m, High =18.7m, Low = 18.05m, Close = 18.62m, Volume = 19151, OpenInterest = 63478, DT = new DateTime(2012,10,12) },
                new OHLCBar {Open = 18.5m, High =18.65m, Low = 17.91m, Close = 18.02m, Volume = 17889, OpenInterest = 60248, DT = new DateTime(2012,10,15) },
                new OHLCBar {Open = 17.8m, High =17.85m, Low = 17.5m, Close = 17.63m, Volume = 13806, OpenInterest = 61298, DT = new DateTime(2012,10,16) },
                new OHLCBar {Open = 17.55m, High =17.8m, Low = 17.3m, Close = 17.46m, Volume = 23004, OpenInterest = 65285, DT = new DateTime(2012,10,17) },
                new OHLCBar {Open = 17.5m, High =17.8m, Low = 17.25m, Close = 17.58m, Volume = 24883, OpenInterest = 63629, DT = new DateTime(2012,10,18) },
                new OHLCBar {Open = 17.6m, High =18.63m, Low = 17.5m, Close = 18.38m, Volume = 31780, OpenInterest = 63133, DT = new DateTime(2012,10,19) },
                new OHLCBar {Open = 18.15m, High =18.75m, Low = 17.95m, Close = 18.02m, Volume = 26783, OpenInterest = 64758, DT = new DateTime(2012,10,22) },
                new OHLCBar {Open = 18.6m, High =19.5m, Low = 18.53m, Close = 19.37m, Volume = 40524, OpenInterest = 65404, DT = new DateTime(2012,10,23) },
                new OHLCBar {Open = 19.1m, High =19.35m, Low = 18.8m, Close = 19.08m, Volume = 29631, OpenInterest = 65616, DT = new DateTime(2012,10,24) },
                new OHLCBar {Open = 18.85m, High =19.27m, Low = 18.55m, Close = 18.87m, Volume = 26798, OpenInterest = 69039, DT = new DateTime(2012,10,25) },
                new OHLCBar {Open = 19.2m, High =19.35m, Low = 18.62m, Close = 18.87m, Volume = 22043, OpenInterest = 71114, DT = new DateTime(2012,10,26) },
                new OHLCBar {Open = 18.55m, High =19.5m, Low = 18.51m, Close = 19.46m, Volume = 46405, OpenInterest = 89674, DT = new DateTime(2012,10,31) },
                new OHLCBar {Open = 19.35m, High =19.35m, Low = 17.75m, Close = 17.87m, Volume = 40609, OpenInterest = 95720, DT = new DateTime(2012,11,1) },
                new OHLCBar {Open = 17.9m, High =18.65m, Low = 17.55m, Close = 18.57m, Volume = 42592, OpenInterest = 100691, DT = new DateTime(2012,11,2) },
                new OHLCBar {Open = 18.6m, High =19.05m, Low = 18.43m, Close = 18.86m, Volume = 28136, OpenInterest = 102746, DT = new DateTime(2012,11,5) },
                new OHLCBar {Open = 18.7m, High =18.85m, Low = 17.75m, Close = 18.06m, Volume = 35599, OpenInterest = 110638, DT = new DateTime(2012,11,6) },
                new OHLCBar {Open = 18.4m, High =19.55m, Low = 18.2m, Close = 19.46m, Volume = 56689, OpenInterest = 115122, DT = new DateTime(2012,11,7) },
                new OHLCBar {Open = 19.2m, High =19.6m, Low = 18.8m, Close = 19.26m, Volume = 46778, OpenInterest = 117608, DT = new DateTime(2012,11,8) },
                new OHLCBar {Open = 19.5m, High =20.05m, Low = 18.91m, Close = 19.57m, Volume = 37465, OpenInterest = 118998, DT = new DateTime(2012,11,9) },
                new OHLCBar {Open = 19.2m, High =19.4m, Low = 18.24m, Close = 18.31m, Volume = 41118, OpenInterest = 124771, DT = new DateTime(2012,11,12) },
                new OHLCBar {Open = 18.55m, High =18.9m, Low = 17.9m, Close = 18.16m, Volume = 53493, OpenInterest = 129058, DT = new DateTime(2012,11,13) },
                new OHLCBar {Open = 18.1m, High =19.3m, Low = 17.8m, Close = 18.96m, Volume = 54838, OpenInterest = 135689, DT = new DateTime(2012,11,14) },
                new OHLCBar {Open = 18.9m, High =19.75m, Low = 18.65m, Close = 19.11m, Volume = 59554, OpenInterest = 138483, DT = new DateTime(2012,11,15) },
                new OHLCBar {Open = 19.15m, High =19.6m, Low = 18.15m, Close = 18.16m, Volume = 64747, OpenInterest = 143011, DT = new DateTime(2012,11,16) },
                new OHLCBar {Open = 17.95m, High =18.05m, Low = 16.55m, Close = 16.58m, Volume = 81746, OpenInterest = 157693, DT = new DateTime(2012,11,19) },
                new OHLCBar {Open = 16.8m, High =16.82m, Low = 16.25m, Close = 16.38m, Volume = 57164, OpenInterest = 166900, DT = new DateTime(2012,11,20) },
                new OHLCBar {Open = 16.4m, High =16.75m, Low = 16.1m, Close = 16.44m, Volume = 40365, OpenInterest = 165358, DT = new DateTime(2012,11,21) },
                new OHLCBar {Open = 16.3m, High =16.4m, Low = 15.8m, Close = 16.1m, Volume = 31714, OpenInterest = 163278, DT = new DateTime(2012,11,23) },
                new OHLCBar {Open = 16.15m, High =16.28m, Low = 15.55m, Close = 15.6m, Volume = 43350, OpenInterest = 156648, DT = new DateTime(2012,11,26) },
                new OHLCBar {Open = 15.65m, High =16.25m, Low = 15.45m, Close = 16.15m, Volume = 46783, OpenInterest = 150514, DT = new DateTime(2012,11,27) },
                new OHLCBar {Open = 16.2m, High =16.7m, Low = 15.45m, Close = 15.48m, Volume = 54776, OpenInterest = 145411, DT = new DateTime(2012,11,28) },
                new OHLCBar {Open = 15.35m, High =15.75m, Low = 15.2m, Close = 15.24m, Volume = 41116, OpenInterest = 142756, DT = new DateTime(2012,11,29) },
                new OHLCBar {Open = 15.25m, High =15.85m, Low = 15.2m, Close = 15.54m, Volume = 45675, OpenInterest = 141653, DT = new DateTime(2012,11,30) },
                new OHLCBar {Open = 15.45m, High =16.41m, Low = 15.25m, Close = 16.4m, Volume = 41115, OpenInterest = 137783, DT = new DateTime(2012,12,3) },
                new OHLCBar {Open = 16.15m, High =16.7m, Low = 15.98m, Close = 16.49m, Volume = 45012, OpenInterest = 135160, DT = new DateTime(2012,12,4) },
                new OHLCBar {Open = 16.3m, High =16.88m, Low = 16m, Close = 16.1m, Volume = 40337, OpenInterest = 126678, DT = new DateTime(2012,12,5) },
                new OHLCBar {Open = 16.1m, High =16.5m, Low = 16m, Close = 16.39m, Volume = 31793, OpenInterest = 122410, DT = new DateTime(2012,12,6) },
                new OHLCBar {Open = 16.5m, High =16.55m, Low = 15.7m, Close = 16.01m, Volume = 42969, OpenInterest = 115969, DT = new DateTime(2012,12,7) },
                new OHLCBar {Open = 16.05m, High =16.25m, Low = 15.84m, Close = 16m, Volume = 29490, OpenInterest = 109107, DT = new DateTime(2012,12,10) },
                new OHLCBar {Open = 15.95m, High =16.01m, Low = 15.5m, Close = 15.56m, Volume = 40416, OpenInterest = 104408, DT = new DateTime(2012,12,11) },
                new OHLCBar {Open = 15.5m, High =16.15m, Low = 15.4m, Close = 16.11m, Volume = 40416, OpenInterest = 93744, DT = new DateTime(2012,12,12) },
                new OHLCBar {Open = 16.1m, High =16.8m, Low = 15.85m, Close = 16.61m, Volume = 42688, OpenInterest = 83858, DT = new DateTime(2012,12,13) },
                new OHLCBar {Open = 16.5m, High =17.2m, Low = 16.38m, Close = 16.86m, Volume = 47854, OpenInterest = 71678, DT = new DateTime(2012,12,14) },
                new OHLCBar {Open = 16.7m, High =17.2m, Low = 16.15m, Close = 16.19m, Volume = 48337, OpenInterest = 55112, DT = new DateTime(2012,12,17) },
                new OHLCBar {Open = 15.95m, High =16.25m, Low = 15.45m, Close = 15.55m, Volume = 51722, OpenInterest = 36676, DT = new DateTime(2012,12,18) },
            };

            var jan13 = new List<OHLCBar>
            {
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,4,11) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,4,12) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,4,13) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,4,16) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,4,17) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,4,18) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,4,19) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,4,20) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,4,23) },
                new OHLCBar {Open = 27.49m, High =27.49m, Low = 27.28m, Close = 27.35m, Volume = 42, OpenInterest = 37, DT = new DateTime(2012,4,24) },
                new OHLCBar {Open = 26.86m, High =27m, Low = 26.77m, Close = 26.77m, Volume = 10, OpenInterest = 39, DT = new DateTime(2012,4,25) },
                new OHLCBar {Open = 26.6m, High =26.6m, Low = 26.55m, Close = 26.55m, Volume = 21, OpenInterest = 59, DT = new DateTime(2012,4,26) },
                new OHLCBar {Open = 26.55m, High =26.92m, Low = 26.55m, Close = 26.6m, Volume = 23, OpenInterest = 72, DT = new DateTime(2012,4,27) },
                new OHLCBar {Open = 26.55m, High =26.85m, Low = 26.55m, Close = 26.75m, Volume = 55, OpenInterest = 99, DT = new DateTime(2012,4,30) },
                new OHLCBar {Open = 26.65m, High =26.65m, Low = 26.29m, Close = 26.33m, Volume = 15, OpenInterest = 89, DT = new DateTime(2012,5,1) },
                new OHLCBar {Open = 26.59m, High =26.59m, Low = 26.2m, Close = 26.2m, Volume = 10, OpenInterest = 89, DT = new DateTime(2012,5,2) },
                new OHLCBar {Open = 26.25m, High =26.55m, Low = 26.25m, Close = 26.55m, Volume = 10, OpenInterest = 81, DT = new DateTime(2012,5,3) },
                new OHLCBar {Open = 26.8m, High =26.85m, Low = 26.64m, Close = 26.79m, Volume = 17, OpenInterest = 91, DT = new DateTime(2012,5,4) },
                new OHLCBar {Open = 26.55m, High =26.67m, Low = 26.55m, Close = 26.55m, Volume = 7, OpenInterest = 93, DT = new DateTime(2012,5,7) },
                new OHLCBar {Open = 26.9m, High =27.15m, Low = 26.56m, Close = 26.56m, Volume = 6, OpenInterest = 90, DT = new DateTime(2012,5,8) },
                new OHLCBar {Open = 27m, High =27m, Low = 26.71m, Close = 26.9m, Volume = 53, OpenInterest = 118, DT = new DateTime(2012,5,9) },
                new OHLCBar {Open = 26.6m, High =26.66m, Low = 26.43m, Close = 26.5m, Volume = 20, OpenInterest = 134, DT = new DateTime(2012,5,10) },
                new OHLCBar {Open = 26.95m, High =26.95m, Low = 26.44m, Close = 26.55m, Volume = 14, OpenInterest = 132, DT = new DateTime(2012,5,11) },
                new OHLCBar {Open = 27.51m, High =27.75m, Low = 27.19m, Close = 27.75m, Volume = 115, OpenInterest = 190, DT = new DateTime(2012,5,14) },
                new OHLCBar {Open = 27.5m, High =28.67m, Low = 27.49m, Close = 28.67m, Volume = 226, OpenInterest = 366, DT = new DateTime(2012,5,15) },
                new OHLCBar {Open = 28.3m, High =29.2m, Low = 28.29m, Close = 29.13m, Volume = 145, OpenInterest = 455, DT = new DateTime(2012,5,16) },
                new OHLCBar {Open = 29.3m, High =29.7m, Low = 29.15m, Close = 29.2m, Volume = 64, OpenInterest = 455, DT = new DateTime(2012,5,17) },
                new OHLCBar {Open = 29.35m, High =30.07m, Low = 29.15m, Close = 30.07m, Volume = 87, OpenInterest = 510, DT = new DateTime(2012,5,18) },
                new OHLCBar {Open = 29.84m, High =29.84m, Low = 29.15m, Close = 29.15m, Volume = 92, OpenInterest = 511, DT = new DateTime(2012,5,21) },
                new OHLCBar {Open = 29m, High =29.95m, Low = 28.75m, Close = 29.65m, Volume = 319, OpenInterest = 677, DT = new DateTime(2012,5,22) },
                new OHLCBar {Open = 30m, High =30.07m, Low = 29.28m, Close = 29.28m, Volume = 240, OpenInterest = 717, DT = new DateTime(2012,5,23) },
                new OHLCBar {Open = 29.12m, High =29.61m, Low = 28.8m, Close = 29.14m, Volume = 169, OpenInterest = 757, DT = new DateTime(2012,5,24) },
                new OHLCBar {Open = 29.45m, High =29.55m, Low = 28.9m, Close = 28.9m, Volume = 55, OpenInterest = 775, DT = new DateTime(2012,5,25) },
                new OHLCBar {Open = 28.79m, High =28.8m, Low = 28.4m, Close = 28.43m, Volume = 206, OpenInterest = 854, DT = new DateTime(2012,5,29) },
                new OHLCBar {Open = 28.92m, High =29.14m, Low = 28.85m, Close = 29.14m, Volume = 81, OpenInterest = 872, DT = new DateTime(2012,5,30) },
                new OHLCBar {Open = 29.45m, High =29.55m, Low = 28.8m, Close = 29.23m, Volume = 203, OpenInterest = 930, DT = new DateTime(2012,5,31) },
                new OHLCBar {Open = 29.68m, High =30.55m, Low = 29.4m, Close = 30.55m, Volume = 478, OpenInterest = 1073, DT = new DateTime(2012,6,1) },
                new OHLCBar {Open = 30.2m, High =30.75m, Low = 30.18m, Close = 30.73m, Volume = 205, OpenInterest = 1152, DT = new DateTime(2012,6,4) },
                new OHLCBar {Open = 30.7m, High =30.7m, Low = 30m, Close = 30.3m, Volume = 215, OpenInterest = 1277, DT = new DateTime(2012,6,5) },
                new OHLCBar {Open = 29.98m, High =30.05m, Low = 29.69m, Close = 29.75m, Volume = 366, OpenInterest = 1339, DT = new DateTime(2012,6,6) },
                new OHLCBar {Open = 29.3m, High =30.05m, Low = 29.28m, Close = 29.81m, Volume = 276, OpenInterest = 1420, DT = new DateTime(2012,6,7) },
                new OHLCBar {Open = 29.97m, High =30.17m, Low = 28.83m, Close = 28.84m, Volume = 597, OpenInterest = 1499, DT = new DateTime(2012,6,8) },
                new OHLCBar {Open = 28.65m, High =30.9m, Low = 28.65m, Close = 30.9m, Volume = 468, OpenInterest = 1539, DT = new DateTime(2012,6,11) },
                new OHLCBar {Open = 30.65m, High =30.7m, Low = 30.25m, Close = 30.53m, Volume = 486, OpenInterest = 1733, DT = new DateTime(2012,6,12) },
                new OHLCBar {Open = 30.65m, High =31.32m, Low = 30.6m, Close = 31.3m, Volume = 622, OpenInterest = 2038, DT = new DateTime(2012,6,13) },
                new OHLCBar {Open = 31.3m, High =31.3m, Low = 30.15m, Close = 30.4m, Volume = 291, OpenInterest = 2181, DT = new DateTime(2012,6,14) },
                new OHLCBar {Open = 30.45m, High =30.5m, Low = 29.55m, Close = 29.55m, Volume = 823, OpenInterest = 2437, DT = new DateTime(2012,6,15) },
                new OHLCBar {Open = 29.4m, High =30.1m, Low = 29m, Close = 29.25m, Volume = 498, OpenInterest = 2660, DT = new DateTime(2012,6,18) },
                new OHLCBar {Open = 29.03m, High =29.17m, Low = 28.78m, Close = 28.91m, Volume = 982, OpenInterest = 3002, DT = new DateTime(2012,6,19) },
                new OHLCBar {Open = 28.85m, High =29.25m, Low = 28.25m, Close = 28.39m, Volume = 1691, OpenInterest = 3949, DT = new DateTime(2012,6,20) },
                new OHLCBar {Open = 28.45m, High =29.6m, Low = 27.95m, Close = 29.33m, Volume = 3471, OpenInterest = 5443, DT = new DateTime(2012,6,21) },
                new OHLCBar {Open = 29.2m, High =29.75m, Low = 28.2m, Close = 29.75m, Volume = 2660, OpenInterest = 6369, DT = new DateTime(2012,6,22) },
                new OHLCBar {Open = 29.4m, High =29.65m, Low = 28.9m, Close = 29.57m, Volume = 2059, OpenInterest = 7345, DT = new DateTime(2012,6,25) },
                new OHLCBar {Open = 29.35m, High =29.6m, Low = 28.6m, Close = 29m, Volume = 3670, OpenInterest = 8575, DT = new DateTime(2012,6,26) },
                new OHLCBar {Open = 28.8m, High =28.95m, Low = 28.5m, Close = 28.67m, Volume = 2666, OpenInterest = 9682, DT = new DateTime(2012,6,27) },
                new OHLCBar {Open = 28.65m, High =29.1m, Low = 28.2m, Close = 28.39m, Volume = 2302, OpenInterest = 10706, DT = new DateTime(2012,6,28) },
                new OHLCBar {Open = 27.75m, High =27.8m, Low = 27.4m, Close = 27.63m, Volume = 2884, OpenInterest = 12189, DT = new DateTime(2012,6,29) },
                new OHLCBar {Open = 27.3m, High =27.5m, Low = 26.85m, Close = 27.14m, Volume = 3331, OpenInterest = 13273, DT = new DateTime(2012,7,2) },
                new OHLCBar {Open = 27.05m, High =27.15m, Low = 26.57m, Close = 26.62m, Volume = 2339, OpenInterest = 13690, DT = new DateTime(2012,7,3) },
                new OHLCBar {Open = 26.65m, High =27.3m, Low = 26.65m, Close = 26.83m, Volume = 2323, OpenInterest = 13891, DT = new DateTime(2012,7,5) },
                new OHLCBar {Open = 26.95m, High =27.38m, Low = 26.45m, Close = 26.48m, Volume = 1488, OpenInterest = 14455, DT = new DateTime(2012,7,6) },
                new OHLCBar {Open = 26.68m, High =26.88m, Low = 26.25m, Close = 26.39m, Volume = 1854, OpenInterest = 15105, DT = new DateTime(2012,7,9) },
                new OHLCBar {Open = 26.35m, High =26.75m, Low = 26.1m, Close = 26.51m, Volume = 2717, OpenInterest = 15498, DT = new DateTime(2012,7,10) },
                new OHLCBar {Open = 26.41m, High =26.6m, Low = 25.88m, Close = 26.19m, Volume = 2432, OpenInterest = 16509, DT = new DateTime(2012,7,11) },
                new OHLCBar {Open = 26.35m, High =26.79m, Low = 25.95m, Close = 26.33m, Volume = 2201, OpenInterest = 16927, DT = new DateTime(2012,7,12) },
                new OHLCBar {Open = 26.25m, High =26.25m, Low = 25.35m, Close = 25.71m, Volume = 2507, OpenInterest = 17843, DT = new DateTime(2012,7,13) },
                new OHLCBar {Open = 25.8m, High =25.9m, Low = 25.45m, Close = 25.77m, Volume = 3007, OpenInterest = 18679, DT = new DateTime(2012,7,16) },
                new OHLCBar {Open = 25.55m, High =25.75m, Low = 25m, Close = 25.22m, Volume = 3528, OpenInterest = 19471, DT = new DateTime(2012,7,17) },
                new OHLCBar {Open = 25.25m, High =25.5m, Low = 25m, Close = 25.41m, Volume = 2319, OpenInterest = 19664, DT = new DateTime(2012,7,18) },
                new OHLCBar {Open = 25.23m, High =25.5m, Low = 25.05m, Close = 25.23m, Volume = 1368, OpenInterest = 19750, DT = new DateTime(2012,7,19) },
                new OHLCBar {Open = 25.5m, High =25.85m, Low = 25.35m, Close = 25.53m, Volume = 2978, OpenInterest = 19781, DT = new DateTime(2012,7,20) },
                new OHLCBar {Open = 26.5m, High =26.9m, Low = 26.15m, Close = 26.45m, Volume = 2996, OpenInterest = 19827, DT = new DateTime(2012,7,23) },
                new OHLCBar {Open = 26.45m, High =27.12m, Low = 26.2m, Close = 26.67m, Volume = 2259, OpenInterest = 19619, DT = new DateTime(2012,7,24) },
                new OHLCBar {Open = 26.65m, High =26.9m, Low = 26.2m, Close = 26.5m, Volume = 3156, OpenInterest = 20065, DT = new DateTime(2012,7,25) },
                new OHLCBar {Open = 25.97m, High =26.15m, Low = 25.35m, Close = 25.46m, Volume = 2687, OpenInterest = 20606, DT = new DateTime(2012,7,26) },
                new OHLCBar {Open = 25.21m, High =25.65m, Low = 25m, Close = 25.57m, Volume = 2823, OpenInterest = 21231, DT = new DateTime(2012,7,27) },
                new OHLCBar {Open = 25.55m, High =25.85m, Low = 25.35m, Close = 25.71m, Volume = 1778, OpenInterest = 21336, DT = new DateTime(2012,7,30) },
                new OHLCBar {Open = 25.72m, High =26.19m, Low = 25.6m, Close = 26.05m, Volume = 2232, OpenInterest = 20936, DT = new DateTime(2012,7,31) },
                new OHLCBar {Open = 25.8m, High =26.3m, Low = 25.5m, Close = 26.23m, Volume = 3460, OpenInterest = 21977, DT = new DateTime(2012,8,1) },
                new OHLCBar {Open = 25.9m, High =26.7m, Low = 25.75m, Close = 26.14m, Volume = 2507, OpenInterest = 21963, DT = new DateTime(2012,8,2) },
                new OHLCBar {Open = 25.88m, High =25.93m, Low = 25.25m, Close = 25.32m, Volume = 3964, OpenInterest = 22224, DT = new DateTime(2012,8,3) },
                new OHLCBar {Open = 25m, High =25.3m, Low = 24.9m, Close = 25.2m, Volume = 2986, OpenInterest = 22620, DT = new DateTime(2012,8,6) },
                new OHLCBar {Open = 25.1m, High =25.6m, Low = 24.9m, Close = 25.38m, Volume = 2921, OpenInterest = 22571, DT = new DateTime(2012,8,7) },
                new OHLCBar {Open = 25.7m, High =25.7m, Low = 24.9m, Close = 25.14m, Volume = 2436, OpenInterest = 23044, DT = new DateTime(2012,8,8) },
                new OHLCBar {Open = 25.25m, High =25.4m, Low = 24.94m, Close = 25.08m, Volume = 1517, OpenInterest = 23307, DT = new DateTime(2012,8,9) },
                new OHLCBar {Open = 25.25m, High =25.3m, Low = 24.75m, Close = 24.83m, Volume = 2158, OpenInterest = 23506, DT = new DateTime(2012,8,10) },
                new OHLCBar {Open = 24.9m, High =25m, Low = 24.5m, Close = 24.7m, Volume = 4201, OpenInterest = 24624, DT = new DateTime(2012,8,13) },
                new OHLCBar {Open = 24.59m, High =25.25m, Low = 24.5m, Close = 25.12m, Volume = 3197, OpenInterest = 22801, DT = new DateTime(2012,8,14) },
                new OHLCBar {Open = 25.23m, High =25.35m, Low = 24.88m, Close = 25.2m, Volume = 3037, OpenInterest = 22174, DT = new DateTime(2012,8,15) },
                new OHLCBar {Open = 25.1m, High =25.4m, Low = 25.05m, Close = 25.06m, Volume = 2605, OpenInterest = 23024, DT = new DateTime(2012,8,16) },
                new OHLCBar {Open = 25.2m, High =25.35m, Low = 24.85m, Close = 24.94m, Volume = 2672, OpenInterest = 23343, DT = new DateTime(2012,8,17) },
                new OHLCBar {Open = 24.9m, High =25.3m, Low = 24.9m, Close = 25.28m, Volume = 2626, OpenInterest = 23333, DT = new DateTime(2012,8,20) },
                new OHLCBar {Open = 25.2m, High =25.75m, Low = 25.1m, Close = 25.73m, Volume = 4759, OpenInterest = 24440, DT = new DateTime(2012,8,21) },
                new OHLCBar {Open = 25.8m, High =26.05m, Low = 25.35m, Close = 25.64m, Volume = 9893, OpenInterest = 27493, DT = new DateTime(2012,8,22) },
                new OHLCBar {Open = 25.6m, High =26.1m, Low = 25.6m, Close = 26m, Volume = 5483, OpenInterest = 26709, DT = new DateTime(2012,8,23) },
                new OHLCBar {Open = 26.1m, High =26.25m, Low = 25.55m, Close = 25.85m, Volume = 4019, OpenInterest = 27613, DT = new DateTime(2012,8,24) },
                new OHLCBar {Open = 25.7m, High =25.8m, Low = 25.4m, Close = 25.63m, Volume = 3207, OpenInterest = 28164, DT = new DateTime(2012,8,27) },
                new OHLCBar {Open = 25.65m, High =25.85m, Low = 25.4m, Close = 25.75m, Volume = 3264, OpenInterest = 28709, DT = new DateTime(2012,8,28) },
                new OHLCBar {Open = 25.75m, High =25.85m, Low = 25.34m, Close = 25.76m, Volume = 3835, OpenInterest = 29401, DT = new DateTime(2012,8,29) },
                new OHLCBar {Open = 26m, High =26.15m, Low = 25.73m, Close = 26.02m, Volume = 4655, OpenInterest = 29361, DT = new DateTime(2012,8,30) },
                new OHLCBar {Open = 25.64m, High =25.9m, Low = 25.32m, Close = 25.58m, Volume = 3594, OpenInterest = 30360, DT = new DateTime(2012,8,31) },
                new OHLCBar {Open = 25.55m, High =25.9m, Low = 25.4m, Close = 25.53m, Volume = 4246, OpenInterest = 30912, DT = new DateTime(2012,9,4) },
                new OHLCBar {Open = 25.6m, High =25.7m, Low = 25m, Close = 25.08m, Volume = 3957, OpenInterest = 31029, DT = new DateTime(2012,9,5) },
                new OHLCBar {Open = 24.81m, High =24.92m, Low = 23.9m, Close = 24.01m, Volume = 5746, OpenInterest = 31548, DT = new DateTime(2012,9,6) },
                new OHLCBar {Open = 23.85m, High =23.85m, Low = 23.19m, Close = 23.25m, Volume = 7741, OpenInterest = 33167, DT = new DateTime(2012,9,7) },
                new OHLCBar {Open = 23.25m, High =23.8m, Low = 23.06m, Close = 23.62m, Volume = 4663, OpenInterest = 33520, DT = new DateTime(2012,9,10) },
                new OHLCBar {Open = 23.4m, High =23.57m, Low = 22.95m, Close = 23.38m, Volume = 7217, OpenInterest = 34120, DT = new DateTime(2012,9,11) },
                new OHLCBar {Open = 23.05m, High =23.1m, Low = 22.4m, Close = 22.64m, Volume = 8884, OpenInterest = 35776, DT = new DateTime(2012,9,12) },
                new OHLCBar {Open = 22.65m, High =22.75m, Low = 21.2m, Close = 21.47m, Volume = 10100, OpenInterest = 37153, DT = new DateTime(2012,9,13) },
                new OHLCBar {Open = 21.05m, High =21.7m, Low = 20.6m, Close = 21.56m, Volume = 12750, OpenInterest = 39317, DT = new DateTime(2012,9,14) },
                new OHLCBar {Open = 21.54m, High =21.55m, Low = 21m, Close = 21.39m, Volume = 8717, OpenInterest = 38561, DT = new DateTime(2012,9,17) },
                new OHLCBar {Open = 21.35m, High =21.6m, Low = 20.89m, Close = 20.95m, Volume = 7023, OpenInterest = 38993, DT = new DateTime(2012,9,18) },
                new OHLCBar {Open = 20.75m, High =21.05m, Low = 20.5m, Close = 20.78m, Volume = 8428, OpenInterest = 39732, DT = new DateTime(2012,9,19) },
                new OHLCBar {Open = 20.9m, High =21.17m, Low = 20.7m, Close = 20.87m, Volume = 7332, OpenInterest = 39511, DT = new DateTime(2012,9,20) },
                new OHLCBar {Open = 20.7m, High =21m, Low = 20.55m, Close = 20.92m, Volume = 6005, OpenInterest = 38981, DT = new DateTime(2012,9,21) },
                new OHLCBar {Open = 20.9m, High =20.9m, Low = 20.45m, Close = 20.72m, Volume = 6820, OpenInterest = 38569, DT = new DateTime(2012,9,24) },
                new OHLCBar {Open = 20.55m, High =21.35m, Low = 20.33m, Close = 21.08m, Volume = 8731, OpenInterest = 37089, DT = new DateTime(2012,9,25) },
                new OHLCBar {Open = 21.05m, High =21.9m, Low = 21.05m, Close = 21.43m, Volume = 8267, OpenInterest = 36100, DT = new DateTime(2012,9,26) },
                new OHLCBar {Open = 21.2m, High =21.3m, Low = 20.45m, Close = 20.72m, Volume = 7638, OpenInterest = 35586, DT = new DateTime(2012,9,27) },
                new OHLCBar {Open = 21.1m, High =21.12m, Low = 20.65m, Close = 20.91m, Volume = 8500, OpenInterest = 35105, DT = new DateTime(2012,9,28) },
                new OHLCBar {Open = 20.7m, High =21m, Low = 20.3m, Close = 20.82m, Volume = 8215, OpenInterest = 35982, DT = new DateTime(2012,10,1) },
                new OHLCBar {Open = 20.75m, High =20.95m, Low = 20.44m, Close = 20.66m, Volume = 6405, OpenInterest = 36128, DT = new DateTime(2012,10,2) },
                new OHLCBar {Open = 20.8m, High =20.85m, Low = 20.26m, Close = 20.49m, Volume = 8082, OpenInterest = 37483, DT = new DateTime(2012,10,3) },
                new OHLCBar {Open = 20.35m, High =20.39m, Low = 19.9m, Close = 19.99m, Volume = 6637, OpenInterest = 37358, DT = new DateTime(2012,10,4) },
                new OHLCBar {Open = 19.9m, High =20.02m, Low = 19.45m, Close = 19.81m, Volume = 8883, OpenInterest = 38521, DT = new DateTime(2012,10,5) },
                new OHLCBar {Open = 20.02m, High =20.05m, Low = 19.8m, Close = 19.81m, Volume = 5992, OpenInterest = 39360, DT = new DateTime(2012,10,8) },
                new OHLCBar {Open = 19.81m, High =20.37m, Low = 19.65m, Close = 20.13m, Volume = 8109, OpenInterest = 39018, DT = new DateTime(2012,10,9) },
                new OHLCBar {Open = 20.2m, High =20.45m, Low = 20.03m, Close = 20.38m, Volume = 9556, OpenInterest = 39291, DT = new DateTime(2012,10,10) },
                new OHLCBar {Open = 20.2m, High =20.25m, Low = 19.68m, Close = 19.92m, Volume = 9216, OpenInterest = 39190, DT = new DateTime(2012,10,11) },
                new OHLCBar {Open = 19.8m, High =20.15m, Low = 19.54m, Close = 20.02m, Volume = 15825, OpenInterest = 38546, DT = new DateTime(2012,10,12) },
                new OHLCBar {Open = 19.7m, High =20.14m, Low = 19.5m, Close = 19.68m, Volume = 11144, OpenInterest = 38597, DT = new DateTime(2012,10,15) },
                new OHLCBar {Open = 19.35m, High =19.47m, Low = 19.14m, Close = 19.2m, Volume = 8609, OpenInterest = 38875, DT = new DateTime(2012,10,16) },
                new OHLCBar {Open = 19.1m, High =19.44m, Low = 18.95m, Close = 19m, Volume = 9766, OpenInterest = 39086, DT = new DateTime(2012,10,17) },
                new OHLCBar {Open = 19.05m, High =19.4m, Low = 18.9m, Close = 19.17m, Volume = 10934, OpenInterest = 41209, DT = new DateTime(2012,10,18) },
                new OHLCBar {Open = 19.2m, High =20.17m, Low = 19.1m, Close = 19.99m, Volume = 12850, OpenInterest = 42235, DT = new DateTime(2012,10,19) },
                new OHLCBar {Open = 19.75m, High =20.15m, Low = 19.5m, Close = 19.57m, Volume = 12664, OpenInterest = 43311, DT = new DateTime(2012,10,22) },
                new OHLCBar {Open = 20.05m, High =20.95m, Low = 20.05m, Close = 20.6m, Volume = 16339, OpenInterest = 42356, DT = new DateTime(2012,10,23) },
                new OHLCBar {Open = 20.38m, High =20.55m, Low = 20.08m, Close = 20.33m, Volume = 12077, OpenInterest = 42204, DT = new DateTime(2012,10,24) },
                new OHLCBar {Open = 20.05m, High =20.54m, Low = 19.85m, Close = 20.15m, Volume = 11845, OpenInterest = 42066, DT = new DateTime(2012,10,25) },
                new OHLCBar {Open = 20.55m, High =20.57m, Low = 19.98m, Close = 20.12m, Volume = 8015, OpenInterest = 41233, DT = new DateTime(2012,10,26) },
                new OHLCBar {Open = 19.9m, High =20.7m, Low = 19.85m, Close = 20.63m, Volume = 13370, OpenInterest = 43371, DT = new DateTime(2012,10,31) },
                new OHLCBar {Open = 20.52m, High =20.52m, Low = 19.05m, Close = 19.17m, Volume = 15576, OpenInterest = 46378, DT = new DateTime(2012,11,1) },
                new OHLCBar {Open = 19.1m, High =20.1m, Low = 18.9m, Close = 19.98m, Volume = 15476, OpenInterest = 45261, DT = new DateTime(2012,11,2) },
                new OHLCBar {Open = 19.95m, High =20.4m, Low = 19.82m, Close = 20.23m, Volume = 9651, OpenInterest = 45306, DT = new DateTime(2012,11,5) },
                new OHLCBar {Open = 20.1m, High =20.19m, Low = 19.2m, Close = 19.43m, Volume = 13995, OpenInterest = 47532, DT = new DateTime(2012,11,6) },
                new OHLCBar {Open = 19.65m, High =20.9m, Low = 19.58m, Close = 20.5m, Volume = 19381, OpenInterest = 47513, DT = new DateTime(2012,11,7) },
                new OHLCBar {Open = 20.45m, High =20.8m, Low = 20.08m, Close = 20.53m, Volume = 18950, OpenInterest = 49454, DT = new DateTime(2012,11,8) },
                new OHLCBar {Open = 20.87m, High =21.3m, Low = 20.3m, Close = 20.88m, Volume = 15428, OpenInterest = 51242, DT = new DateTime(2012,11,9) },
                new OHLCBar {Open = 20.8m, High =20.9m, Low = 19.85m, Close = 19.99m, Volume = 12836, OpenInterest = 53947, DT = new DateTime(2012,11,12) },
                new OHLCBar {Open = 20.28m, High =20.5m, Low = 19.5m, Close = 19.88m, Volume = 19269, OpenInterest = 57019, DT = new DateTime(2012,11,13) },
                new OHLCBar {Open = 19.77m, High =20.79m, Low = 19.5m, Close = 20.49m, Volume = 24508, OpenInterest = 60793, DT = new DateTime(2012,11,14) },
                new OHLCBar {Open = 20.45m, High =21.07m, Low = 20.15m, Close = 20.57m, Volume = 22539, OpenInterest = 64420, DT = new DateTime(2012,11,15) },
                new OHLCBar {Open = 20.49m, High =21m, Low = 19.7m, Close = 19.89m, Volume = 23601, OpenInterest = 65137, DT = new DateTime(2012,11,16) },
                new OHLCBar {Open = 19.62m, High =19.65m, Low = 18.45m, Close = 18.61m, Volume = 21009, OpenInterest = 67672, DT = new DateTime(2012,11,19) },
                new OHLCBar {Open = 18.7m, High =18.7m, Low = 18m, Close = 18.02m, Volume = 22162, OpenInterest = 70243, DT = new DateTime(2012,11,20) },
                new OHLCBar {Open = 18m, High =18.35m, Low = 17.84m, Close = 18.32m, Volume = 22481, OpenInterest = 76952, DT = new DateTime(2012,11,21) },
                new OHLCBar {Open = 18.1m, High =18.25m, Low = 17.65m, Close = 17.87m, Volume = 20594, OpenInterest = 78620, DT = new DateTime(2012,11,23) },
                new OHLCBar {Open = 18.03m, High =18.1m, Low = 17.35m, Close = 17.41m, Volume = 29012, OpenInterest = 79276, DT = new DateTime(2012,11,26) },
                new OHLCBar {Open = 17.45m, High =17.9m, Low = 17.2m, Close = 17.77m, Volume = 29127, OpenInterest = 79440, DT = new DateTime(2012,11,27) },
                new OHLCBar {Open = 17.9m, High =18.38m, Low = 17.25m, Close = 17.27m, Volume = 30071, OpenInterest = 79747, DT = new DateTime(2012,11,28) },
                new OHLCBar {Open = 17.15m, High =17.42m, Low = 16.9m, Close = 16.97m, Volume = 26426, OpenInterest = 83137, DT = new DateTime(2012,11,29) },
                new OHLCBar {Open = 16.95m, High =17.55m, Low = 16.9m, Close = 17.11m, Volume = 30219, OpenInterest = 91130, DT = new DateTime(2012,11,30) },
                new OHLCBar {Open = 17.25m, High =17.7m, Low = 16.75m, Close = 17.66m, Volume = 28856, OpenInterest = 96130, DT = new DateTime(2012,12,3) },
                new OHLCBar {Open = 17.6m, High =17.95m, Low = 17.35m, Close = 17.86m, Volume = 33043, OpenInterest = 102349, DT = new DateTime(2012,12,4) },
                new OHLCBar {Open = 17.7m, High =18.1m, Low = 17.3m, Close = 17.32m, Volume = 33119, OpenInterest = 102827, DT = new DateTime(2012,12,5) },
                new OHLCBar {Open = 17.35m, High =17.75m, Low = 17.3m, Close = 17.61m, Volume = 27257, OpenInterest = 105283, DT = new DateTime(2012,12,6) },
                new OHLCBar {Open = 17.7m, High =17.71m, Low = 16.97m, Close = 17.22m, Volume = 35020, OpenInterest = 111689, DT = new DateTime(2012,12,7) },
                new OHLCBar {Open = 17.3m, High =17.3m, Low = 16.95m, Close = 17.01m, Volume = 24613, OpenInterest = 117196, DT = new DateTime(2012,12,10) },
                new OHLCBar {Open = 16.95m, High =17.05m, Low = 16.45m, Close = 16.46m, Volume = 37523, OpenInterest = 128203, DT = new DateTime(2012,12,11) },
                new OHLCBar {Open = 16.4m, High =17.15m, Low = 16.39m, Close = 17.11m, Volume = 39518, OpenInterest = 132893, DT = new DateTime(2012,12,12) },
                new OHLCBar {Open = 17.1m, High =17.5m, Low = 16.8m, Close = 17.31m, Volume = 41665, OpenInterest = 141664, DT = new DateTime(2012,12,13) },
                new OHLCBar {Open = 17.3m, High =17.5m, Low = 17.1m, Close = 17.17m, Volume = 47453, OpenInterest = 150037, DT = new DateTime(2012,12,14) },
                new OHLCBar {Open = 17.15m, High =17.35m, Low = 16.4m, Close = 16.46m, Volume = 47771, OpenInterest = 155787, DT = new DateTime(2012,12,17) },
                new OHLCBar {Open = 16.4m, High =16.55m, Low = 15.95m, Close = 16.13m, Volume = 63392, OpenInterest = 166514, DT = new DateTime(2012,12,18) },
                new OHLCBar {Open = 16.1m, High =17.1m, Low = 15.9m, Close = 17.1m, Volume = 59014, OpenInterest = 161825, DT = new DateTime(2012,12,19) },
                new OHLCBar {Open = 17m, High =17.55m, Low = 16.8m, Close = 17.51m, Volume = 54710, OpenInterest = 151502, DT = new DateTime(2012,12,20) },
                new OHLCBar {Open = 18.1m, High =19.1m, Low = 18.1m, Close = 18.24m, Volume = 73436, OpenInterest = 143263, DT = new DateTime(2012,12,21) },
                new OHLCBar {Open = 18.25m, High =18.65m, Low = 18.15m, Close = 18.64m, Volume = 22574, OpenInterest = 135485, DT = new DateTime(2012,12,24) },
                new OHLCBar {Open = 18.5m, High =19.55m, Low = 18.45m, Close = 19.49m, Volume = 38718, OpenInterest = 129935, DT = new DateTime(2012,12,26) },
                new OHLCBar {Open = 19.35m, High =20.65m, Low = 19.05m, Close = 19.09m, Volume = 64945, OpenInterest = 120962, DT = new DateTime(2012,12,27) },
                new OHLCBar {Open = 19.5m, High =22.4m, Low = 19.4m, Close = 22.35m, Volume = 60205, OpenInterest = 116709, DT = new DateTime(2012,12,28) },
                new OHLCBar {Open = 21.65m, High =21.7m, Low = 17.6m, Close = 17.68m, Volume = 92976, OpenInterest = 115156, DT = new DateTime(2012,12,31) },
                new OHLCBar {Open = 16.8m, High =16.8m, Low = 15.5m, Close = 15.6m, Volume = 97535, OpenInterest = 120663, DT = new DateTime(2013,1,2) },
                new OHLCBar {Open = 15.75m, High =16m, Low = 15.3m, Close = 15.9m, Volume = 59683, OpenInterest = 118689, DT = new DateTime(2013,1,3) },
                new OHLCBar {Open = 15.85m, High =15.88m, Low = 15.05m, Close = 15.3m, Volume = 52977, OpenInterest = 118634, DT = new DateTime(2013,1,4) },
                new OHLCBar {Open = 15.4m, High =15.5m, Low = 14.7m, Close = 14.75m, Volume = 38978, OpenInterest = 116181, DT = new DateTime(2013,1,7) },
                new OHLCBar {Open = 14.85m, High =15.15m, Low = 14.5m, Close = 14.65m, Volume = 43700, OpenInterest = 113215, DT = new DateTime(2013,1,8) },
                new OHLCBar {Open = 14.65m, High =14.95m, Low = 14.35m, Close = 14.7m, Volume = 38019, OpenInterest = 106641, DT = new DateTime(2013,1,9) },
                new OHLCBar {Open = 14.55m, High =14.75m, Low = 14.15m, Close = 14.2m, Volume = 35863, OpenInterest = 98057, DT = new DateTime(2013,1,10) },
                new OHLCBar {Open = 14.25m, High =14.6m, Low = 14.1m, Close = 14.14m, Volume = 38360, OpenInterest = 84438, DT = new DateTime(2013,1,11) },
                new OHLCBar {Open = 14.3m, High =14.35m, Low = 13.93m, Close = 14.09m, Volume = 40234, OpenInterest = 74165, DT = new DateTime(2013,1,14) },
                new OHLCBar {Open = 14.25m, High =14.4m, Low = 13.9m, Close = 14.2m, Volume = 43022, OpenInterest = 57219, DT = new DateTime(2013,1,15) },
            };

            var feb13 = new List<OHLCBar>
            {
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,5,8) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,5,9) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,5,10) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,5,11) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,5,14) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,5,15) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,5,16) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,5,17) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,5,18) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,5,21) },
                new OHLCBar {Open = 30.05m, High =30.05m, Low = 30.05m, Close = 30.05m, Volume = 1, OpenInterest = 1, DT = new DateTime(2012,5,22) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 1, DT = new DateTime(2012,5,23) },
                new OHLCBar {Open = 29.8m, High =29.8m, Low = 29.8m, Close = 29.8m, Volume = 16, OpenInterest = 17, DT = new DateTime(2012,5,24) },
                new OHLCBar {Open = 30.06m, High =30.06m, Low = 29.65m, Close = 29.65m, Volume = 20, OpenInterest = 34, DT = new DateTime(2012,5,25) },
                new OHLCBar {Open = 29.3m, High =29.52m, Low = 28.5m, Close = 29.23m, Volume = 79, OpenInterest = 92, DT = new DateTime(2012,5,29) },
                new OHLCBar {Open = 29.75m, High =29.75m, Low = 29.45m, Close = 29.6m, Volume = 50, OpenInterest = 100, DT = new DateTime(2012,5,30) },
                new OHLCBar {Open = 29.85m, High =29.97m, Low = 29.35m, Close = 29.5m, Volume = 104, OpenInterest = 152, DT = new DateTime(2012,5,31) },
                new OHLCBar {Open = 30m, High =30.9m, Low = 29.75m, Close = 30.9m, Volume = 232, OpenInterest = 254, DT = new DateTime(2012,6,1) },
                new OHLCBar {Open = 30.5m, High =30.95m, Low = 30.5m, Close = 30.95m, Volume = 101, OpenInterest = 254, DT = new DateTime(2012,6,4) },
                new OHLCBar {Open = 30.58m, High =30.8m, Low = 30.58m, Close = 30.66m, Volume = 25, OpenInterest = 266, DT = new DateTime(2012,6,5) },
                new OHLCBar {Open = 30.23m, High =30.35m, Low = 30.07m, Close = 30.19m, Volume = 21, OpenInterest = 271, DT = new DateTime(2012,6,6) },
                new OHLCBar {Open = 30.1m, High =30.3m, Low = 30.1m, Close = 30.3m, Volume = 4, OpenInterest = 273, DT = new DateTime(2012,6,7) },
                new OHLCBar {Open = 30.46m, High =30.46m, Low = 29.5m, Close = 29.5m, Volume = 79, OpenInterest = 313, DT = new DateTime(2012,6,8) },
                new OHLCBar {Open = 29.5m, High =31.15m, Low = 29.5m, Close = 31.15m, Volume = 56, OpenInterest = 323, DT = new DateTime(2012,6,11) },
                new OHLCBar {Open = 30.6m, High =31m, Low = 30.55m, Close = 30.81m, Volume = 64, OpenInterest = 356, DT = new DateTime(2012,6,12) },
                new OHLCBar {Open = 31.3m, High =31.6m, Low = 31.15m, Close = 31.58m, Volume = 36, OpenInterest = 358, DT = new DateTime(2012,6,13) },
                new OHLCBar {Open = 31.55m, High =31.59m, Low = 30.4m, Close = 30.4m, Volume = 14, OpenInterest = 370, DT = new DateTime(2012,6,14) },
                new OHLCBar {Open = 30.7m, High =30.75m, Low = 30m, Close = 30m, Volume = 436, OpenInterest = 567, DT = new DateTime(2012,6,15) },
                new OHLCBar {Open = 30.05m, High =30.05m, Low = 29.5m, Close = 29.9m, Volume = 105, OpenInterest = 578, DT = new DateTime(2012,6,18) },
                new OHLCBar {Open = 29.5m, High =29.68m, Low = 29.4m, Close = 29.49m, Volume = 150, OpenInterest = 676, DT = new DateTime(2012,6,19) },
                new OHLCBar {Open = 29.54m, High =29.55m, Low = 28.7m, Close = 28.7m, Volume = 65, OpenInterest = 720, DT = new DateTime(2012,6,20) },
                new OHLCBar {Open = 28.75m, High =29.85m, Low = 28.7m, Close = 29.5m, Volume = 815, OpenInterest = 1258, DT = new DateTime(2012,6,21) },
                new OHLCBar {Open = 29.25m, High =29.55m, Low = 28.55m, Close = 29.4m, Volume = 244, OpenInterest = 1299, DT = new DateTime(2012,6,22) },
                new OHLCBar {Open = 29.28m, High =30m, Low = 29.28m, Close = 29.95m, Volume = 117, OpenInterest = 1289, DT = new DateTime(2012,6,25) },
                new OHLCBar {Open = 29.67m, High =29.95m, Low = 29m, Close = 29.4m, Volume = 359, OpenInterest = 1398, DT = new DateTime(2012,6,26) },
                new OHLCBar {Open = 29.05m, High =29.31m, Low = 28.9m, Close = 29.19m, Volume = 235, OpenInterest = 1509, DT = new DateTime(2012,6,27) },
                new OHLCBar {Open = 29.12m, High =29.45m, Low = 28.73m, Close = 28.75m, Volume = 178, OpenInterest = 1588, DT = new DateTime(2012,6,28) },
                new OHLCBar {Open = 27.85m, High =28.2m, Low = 27.79m, Close = 28m, Volume = 401, OpenInterest = 1805, DT = new DateTime(2012,6,29) },
                new OHLCBar {Open = 27.65m, High =27.95m, Low = 27.35m, Close = 27.55m, Volume = 313, OpenInterest = 1954, DT = new DateTime(2012,7,2) },
                new OHLCBar {Open = 27.45m, High =27.68m, Low = 27.17m, Close = 27.2m, Volume = 476, OpenInterest = 2255, DT = new DateTime(2012,7,3) },
                new OHLCBar {Open = 27.15m, High =27.85m, Low = 27.1m, Close = 27.45m, Volume = 473, OpenInterest = 2562, DT = new DateTime(2012,7,5) },
                new OHLCBar {Open = 27.6m, High =27.85m, Low = 27.05m, Close = 27.05m, Volume = 138, OpenInterest = 2564, DT = new DateTime(2012,7,6) },
                new OHLCBar {Open = 27.14m, High =27.32m, Low = 26.85m, Close = 26.89m, Volume = 296, OpenInterest = 2617, DT = new DateTime(2012,7,9) },
                new OHLCBar {Open = 26.89m, High =27.28m, Low = 26.67m, Close = 26.95m, Volume = 369, OpenInterest = 2741, DT = new DateTime(2012,7,10) },
                new OHLCBar {Open = 26.9m, High =27.15m, Low = 26.45m, Close = 26.62m, Volume = 285, OpenInterest = 2702, DT = new DateTime(2012,7,11) },
                new OHLCBar {Open = 26.98m, High =27.28m, Low = 26.6m, Close = 26.92m, Volume = 122, OpenInterest = 2687, DT = new DateTime(2012,7,12) },
                new OHLCBar {Open = 26.65m, High =26.65m, Low = 25.95m, Close = 26.4m, Volume = 463, OpenInterest = 2944, DT = new DateTime(2012,7,13) },
                new OHLCBar {Open = 26.4m, High =26.45m, Low = 26.15m, Close = 26.3m, Volume = 222, OpenInterest = 3008, DT = new DateTime(2012,7,16) },
                new OHLCBar {Open = 26.1m, High =26.29m, Low = 25.6m, Close = 25.8m, Volume = 216, OpenInterest = 2981, DT = new DateTime(2012,7,17) },
                new OHLCBar {Open = 25.88m, High =26.1m, Low = 25.7m, Close = 26.02m, Volume = 1623, OpenInterest = 3634, DT = new DateTime(2012,7,18) },
                new OHLCBar {Open = 25.87m, High =26.05m, Low = 25.7m, Close = 25.87m, Volume = 1891, OpenInterest = 4619, DT = new DateTime(2012,7,19) },
                new OHLCBar {Open = 26.15m, High =26.5m, Low = 26.04m, Close = 26.28m, Volume = 1671, OpenInterest = 4887, DT = new DateTime(2012,7,20) },
                new OHLCBar {Open = 26.94m, High =27.55m, Low = 26.75m, Close = 27.08m, Volume = 1859, OpenInterest = 5621, DT = new DateTime(2012,7,23) },
                new OHLCBar {Open = 27m, High =27.65m, Low = 26.9m, Close = 27.37m, Volume = 1449, OpenInterest = 6338, DT = new DateTime(2012,7,24) },
                new OHLCBar {Open = 27.09m, High =27.45m, Low = 26.8m, Close = 27.12m, Volume = 1344, OpenInterest = 6825, DT = new DateTime(2012,7,25) },
                new OHLCBar {Open = 26.61m, High =26.83m, Low = 26.1m, Close = 26.13m, Volume = 1268, OpenInterest = 7225, DT = new DateTime(2012,7,26) },
                new OHLCBar {Open = 26m, High =26.4m, Low = 25.8m, Close = 26.25m, Volume = 2085, OpenInterest = 7929, DT = new DateTime(2012,7,27) },
                new OHLCBar {Open = 26.25m, High =26.6m, Low = 26.1m, Close = 26.5m, Volume = 1209, OpenInterest = 8516, DT = new DateTime(2012,7,30) },
                new OHLCBar {Open = 26.43m, High =26.9m, Low = 26.35m, Close = 26.78m, Volume = 1590, OpenInterest = 8969, DT = new DateTime(2012,7,31) },
                new OHLCBar {Open = 26.5m, High =27m, Low = 26.26m, Close = 26.96m, Volume = 2148, OpenInterest = 9791, DT = new DateTime(2012,8,1) },
                new OHLCBar {Open = 26.65m, High =27.45m, Low = 26.55m, Close = 26.95m, Volume = 2156, OpenInterest = 10421, DT = new DateTime(2012,8,2) },
                new OHLCBar {Open = 26.66m, High =26.66m, Low = 26.2m, Close = 26.23m, Volume = 2077, OpenInterest = 11182, DT = new DateTime(2012,8,3) },
                new OHLCBar {Open = 25.8m, High =26.16m, Low = 25.75m, Close = 26.08m, Volume = 2080, OpenInterest = 12177, DT = new DateTime(2012,8,6) },
                new OHLCBar {Open = 26.05m, High =26.5m, Low = 25.75m, Close = 26.33m, Volume = 1221, OpenInterest = 12584, DT = new DateTime(2012,8,7) },
                new OHLCBar {Open = 26.35m, High =26.39m, Low = 25.75m, Close = 26.04m, Volume = 1590, OpenInterest = 13238, DT = new DateTime(2012,8,8) },
                new OHLCBar {Open = 26.02m, High =26.3m, Low = 25.89m, Close = 26.04m, Volume = 1594, OpenInterest = 14150, DT = new DateTime(2012,8,9) },
                new OHLCBar {Open = 26.25m, High =26.25m, Low = 25.75m, Close = 25.84m, Volume = 1800, OpenInterest = 15086, DT = new DateTime(2012,8,10) },
                new OHLCBar {Open = 25.8m, High =25.95m, Low = 25.55m, Close = 25.79m, Volume = 2085, OpenInterest = 15986, DT = new DateTime(2012,8,13) },
                new OHLCBar {Open = 25.65m, High =26.2m, Low = 25.55m, Close = 26.19m, Volume = 1692, OpenInterest = 16602, DT = new DateTime(2012,8,14) },
                new OHLCBar {Open = 26.15m, High =26.26m, Low = 25.8m, Close = 26.14m, Volume = 2524, OpenInterest = 17695, DT = new DateTime(2012,8,15) },
                new OHLCBar {Open = 26.02m, High =26.35m, Low = 26m, Close = 26.07m, Volume = 2269, OpenInterest = 18463, DT = new DateTime(2012,8,16) },
                new OHLCBar {Open = 26.35m, High =26.4m, Low = 25.95m, Close = 26.03m, Volume = 2463, OpenInterest = 19608, DT = new DateTime(2012,8,17) },
                new OHLCBar {Open = 26m, High =26.5m, Low = 26m, Close = 26.45m, Volume = 2277, OpenInterest = 20841, DT = new DateTime(2012,8,20) },
                new OHLCBar {Open = 26.35m, High =26.9m, Low = 26.25m, Close = 26.87m, Volume = 3374, OpenInterest = 22640, DT = new DateTime(2012,8,21) },
                new OHLCBar {Open = 26.9m, High =27.15m, Low = 26.53m, Close = 26.89m, Volume = 4095, OpenInterest = 23358, DT = new DateTime(2012,8,22) },
                new OHLCBar {Open = 26.8m, High =27.2m, Low = 26.8m, Close = 27.08m, Volume = 3201, OpenInterest = 23744, DT = new DateTime(2012,8,23) },
                new OHLCBar {Open = 27.2m, High =27.35m, Low = 26.72m, Close = 27.05m, Volume = 3855, OpenInterest = 24554, DT = new DateTime(2012,8,24) },
                new OHLCBar {Open = 26.9m, High =26.95m, Low = 26.6m, Close = 26.7m, Volume = 2544, OpenInterest = 24623, DT = new DateTime(2012,8,27) },
                new OHLCBar {Open = 26.7m, High =26.94m, Low = 26.53m, Close = 26.79m, Volume = 2664, OpenInterest = 24440, DT = new DateTime(2012,8,28) },
                new OHLCBar {Open = 26.75m, High =27m, Low = 26.45m, Close = 26.95m, Volume = 2777, OpenInterest = 24003, DT = new DateTime(2012,8,29) },
                new OHLCBar {Open = 27.1m, High =27.2m, Low = 26.79m, Close = 27.02m, Volume = 3008, OpenInterest = 23893, DT = new DateTime(2012,8,30) },
                new OHLCBar {Open = 26.7m, High =26.96m, Low = 26.4m, Close = 26.63m, Volume = 2827, OpenInterest = 24065, DT = new DateTime(2012,8,31) },
                new OHLCBar {Open = 26.6m, High =27m, Low = 26.55m, Close = 26.75m, Volume = 2813, OpenInterest = 24439, DT = new DateTime(2012,9,4) },
                new OHLCBar {Open = 26.77m, High =26.85m, Low = 26.1m, Close = 26.33m, Volume = 3038, OpenInterest = 25017, DT = new DateTime(2012,9,5) },
                new OHLCBar {Open = 26.05m, High =26.1m, Low = 25.2m, Close = 25.32m, Volume = 4595, OpenInterest = 26151, DT = new DateTime(2012,9,6) },
                new OHLCBar {Open = 25.15m, High =25.15m, Low = 24.6m, Close = 24.81m, Volume = 3645, OpenInterest = 27472, DT = new DateTime(2012,9,7) },
                new OHLCBar {Open = 24.7m, High =25.25m, Low = 24.6m, Close = 25.07m, Volume = 3335, OpenInterest = 27713, DT = new DateTime(2012,9,10) },
                new OHLCBar {Open = 24.85m, High =25m, Low = 24.35m, Close = 24.77m, Volume = 5167, OpenInterest = 28463, DT = new DateTime(2012,9,11) },
                new OHLCBar {Open = 24.6m, High =24.6m, Low = 23.85m, Close = 24.07m, Volume = 6333, OpenInterest = 29108, DT = new DateTime(2012,9,12) },
                new OHLCBar {Open = 24.1m, High =24.2m, Low = 22.65m, Close = 23.05m, Volume = 8475, OpenInterest = 30828, DT = new DateTime(2012,9,13) },
                new OHLCBar {Open = 22.65m, High =23.2m, Low = 22.15m, Close = 23.12m, Volume = 10042, OpenInterest = 31129, DT = new DateTime(2012,9,14) },
                new OHLCBar {Open = 23.1m, High =23.15m, Low = 22.55m, Close = 22.87m, Volume = 7517, OpenInterest = 31375, DT = new DateTime(2012,9,17) },
                new OHLCBar {Open = 22.75m, High =23.01m, Low = 22.34m, Close = 22.43m, Volume = 4804, OpenInterest = 30862, DT = new DateTime(2012,9,18) },
                new OHLCBar {Open = 22.1m, High =22.45m, Low = 21.9m, Close = 22.18m, Volume = 4892, OpenInterest = 31198, DT = new DateTime(2012,9,19) },
                new OHLCBar {Open = 22.25m, High =22.5m, Low = 22.05m, Close = 22.18m, Volume = 3117, OpenInterest = 31434, DT = new DateTime(2012,9,20) },
                new OHLCBar {Open = 22m, High =22.35m, Low = 21.9m, Close = 22.32m, Volume = 4556, OpenInterest = 31996, DT = new DateTime(2012,9,21) },
                new OHLCBar {Open = 22.35m, High =22.35m, Low = 21.8m, Close = 22.14m, Volume = 3364, OpenInterest = 32192, DT = new DateTime(2012,9,24) },
                new OHLCBar {Open = 22.01m, High =22.6m, Low = 21.68m, Close = 22.38m, Volume = 5980, OpenInterest = 31591, DT = new DateTime(2012,9,25) },
                new OHLCBar {Open = 22.37m, High =23m, Low = 22.37m, Close = 22.59m, Volume = 4829, OpenInterest = 31297, DT = new DateTime(2012,9,26) },
                new OHLCBar {Open = 22.37m, High =22.5m, Low = 21.75m, Close = 22m, Volume = 6854, OpenInterest = 32898, DT = new DateTime(2012,9,27) },
                new OHLCBar {Open = 22.1m, High =22.35m, Low = 21.95m, Close = 22.18m, Volume = 4395, OpenInterest = 32533, DT = new DateTime(2012,9,28) },
                new OHLCBar {Open = 21.95m, High =22.3m, Low = 21.63m, Close = 22.18m, Volume = 5545, OpenInterest = 33202, DT = new DateTime(2012,10,1) },
                new OHLCBar {Open = 21.98m, High =22.2m, Low = 21.75m, Close = 22m, Volume = 5006, OpenInterest = 33537, DT = new DateTime(2012,10,2) },
                new OHLCBar {Open = 22.01m, High =22.15m, Low = 21.58m, Close = 21.78m, Volume = 7538, OpenInterest = 34422, DT = new DateTime(2012,10,3) },
                new OHLCBar {Open = 21.7m, High =21.7m, Low = 21.2m, Close = 21.23m, Volume = 4434, OpenInterest = 33735, DT = new DateTime(2012,10,4) },
                new OHLCBar {Open = 21.15m, High =21.31m, Low = 20.79m, Close = 21.09m, Volume = 4276, OpenInterest = 33822, DT = new DateTime(2012,10,5) },
                new OHLCBar {Open = 21.25m, High =21.35m, Low = 21.08m, Close = 21.11m, Volume = 3808, OpenInterest = 33768, DT = new DateTime(2012,10,8) },
                new OHLCBar {Open = 21.05m, High =21.55m, Low = 20.94m, Close = 21.38m, Volume = 4279, OpenInterest = 33346, DT = new DateTime(2012,10,9) },
                new OHLCBar {Open = 21.3m, High =21.65m, Low = 21.24m, Close = 21.53m, Volume = 6216, OpenInterest = 34703, DT = new DateTime(2012,10,10) },
                new OHLCBar {Open = 21.45m, High =21.45m, Low = 20.88m, Close = 21.15m, Volume = 5151, OpenInterest = 34801, DT = new DateTime(2012,10,11) },
                new OHLCBar {Open = 20.9m, High =21.25m, Low = 20.7m, Close = 20.98m, Volume = 9176, OpenInterest = 35987, DT = new DateTime(2012,10,12) },
                new OHLCBar {Open = 20.76m, High =21.05m, Low = 20.5m, Close = 20.73m, Volume = 5622, OpenInterest = 35924, DT = new DateTime(2012,10,15) },
                new OHLCBar {Open = 20.45m, High =20.55m, Low = 20.25m, Close = 20.34m, Volume = 4528, OpenInterest = 36287, DT = new DateTime(2012,10,16) },
                new OHLCBar {Open = 20.25m, High =20.52m, Low = 20m, Close = 20.01m, Volume = 5992, OpenInterest = 35821, DT = new DateTime(2012,10,17) },
                new OHLCBar {Open = 20.15m, High =20.37m, Low = 19.9m, Close = 20.17m, Volume = 5802, OpenInterest = 36109, DT = new DateTime(2012,10,18) },
                new OHLCBar {Open = 20.15m, High =21.05m, Low = 20.1m, Close = 20.81m, Volume = 9580, OpenInterest = 36062, DT = new DateTime(2012,10,19) },
                new OHLCBar {Open = 20.75m, High =20.98m, Low = 20.4m, Close = 20.55m, Volume = 7177, OpenInterest = 35472, DT = new DateTime(2012,10,22) },
                new OHLCBar {Open = 21m, High =21.75m, Low = 21m, Close = 21.31m, Volume = 10182, OpenInterest = 34639, DT = new DateTime(2012,10,23) },
                new OHLCBar {Open = 21.25m, High =21.28m, Low = 20.85m, Close = 21.02m, Volume = 6986, OpenInterest = 33987, DT = new DateTime(2012,10,24) },
                new OHLCBar {Open = 20.75m, High =21.25m, Low = 20.63m, Close = 20.86m, Volume = 7909, OpenInterest = 33611, DT = new DateTime(2012,10,25) },
                new OHLCBar {Open = 21.25m, High =21.25m, Low = 20.72m, Close = 20.82m, Volume = 4862, OpenInterest = 33250, DT = new DateTime(2012,10,26) },
                new OHLCBar {Open = 20.65m, High =21.29m, Low = 20.58m, Close = 21.16m, Volume = 11575, OpenInterest = 33707, DT = new DateTime(2012,10,31) },
                new OHLCBar {Open = 21.05m, High =21.1m, Low = 19.8m, Close = 19.99m, Volume = 11783, OpenInterest = 33299, DT = new DateTime(2012,11,1) },
                new OHLCBar {Open = 19.95m, High =20.85m, Low = 19.68m, Close = 20.68m, Volume = 10649, OpenInterest = 33279, DT = new DateTime(2012,11,2) },
                new OHLCBar {Open = 20.75m, High =20.99m, Low = 20.48m, Close = 20.95m, Volume = 6358, OpenInterest = 33318, DT = new DateTime(2012,11,5) },
                new OHLCBar {Open = 20.8m, High =20.85m, Low = 19.95m, Close = 20.14m, Volume = 9287, OpenInterest = 32304, DT = new DateTime(2012,11,6) },
                new OHLCBar {Open = 20.4m, High =21.45m, Low = 20.27m, Close = 21.14m, Volume = 12229, OpenInterest = 31512, DT = new DateTime(2012,11,7) },
                new OHLCBar {Open = 21m, High =21.45m, Low = 20.7m, Close = 21.13m, Volume = 9652, OpenInterest = 30868, DT = new DateTime(2012,11,8) },
                new OHLCBar {Open = 21.45m, High =21.9m, Low = 20.98m, Close = 21.51m, Volume = 8054, OpenInterest = 31035, DT = new DateTime(2012,11,9) },
                new OHLCBar {Open = 21.5m, High =21.6m, Low = 20.6m, Close = 20.69m, Volume = 6655, OpenInterest = 30792, DT = new DateTime(2012,11,12) },
                new OHLCBar {Open = 21.05m, High =21.2m, Low = 20.35m, Close = 20.69m, Volume = 8986, OpenInterest = 30502, DT = new DateTime(2012,11,13) },
                new OHLCBar {Open = 20.6m, High =21.59m, Low = 20.35m, Close = 21.23m, Volume = 15045, OpenInterest = 29130, DT = new DateTime(2012,11,14) },
                new OHLCBar {Open = 21.2m, High =21.74m, Low = 20.95m, Close = 21.32m, Volume = 10847, OpenInterest = 29189, DT = new DateTime(2012,11,15) },
                new OHLCBar {Open = 21.28m, High =21.74m, Low = 20.6m, Close = 20.67m, Volume = 12575, OpenInterest = 30675, DT = new DateTime(2012,11,16) },
                new OHLCBar {Open = 20.5m, High =20.5m, Low = 19.6m, Close = 19.62m, Volume = 11416, OpenInterest = 34098, DT = new DateTime(2012,11,19) },
                new OHLCBar {Open = 19.6m, High =19.72m, Low = 19.15m, Close = 19.17m, Volume = 11260, OpenInterest = 34082, DT = new DateTime(2012,11,20) },
                new OHLCBar {Open = 19.2m, High =19.47m, Low = 19.01m, Close = 19.37m, Volume = 8391, OpenInterest = 35797, DT = new DateTime(2012,11,21) },
                new OHLCBar {Open = 19.3m, High =19.35m, Low = 18.78m, Close = 19.13m, Volume = 7072, OpenInterest = 36778, DT = new DateTime(2012,11,23) },
                new OHLCBar {Open = 19.2m, High =19.25m, Low = 18.65m, Close = 18.73m, Volume = 13249, OpenInterest = 40153, DT = new DateTime(2012,11,26) },
                new OHLCBar {Open = 18.63m, High =19.05m, Low = 18.43m, Close = 18.98m, Volume = 10176, OpenInterest = 39818, DT = new DateTime(2012,11,27) },
                new OHLCBar {Open = 19.09m, High =19.47m, Low = 18.4m, Close = 18.52m, Volume = 12254, OpenInterest = 40125, DT = new DateTime(2012,11,28) },
                new OHLCBar {Open = 18.35m, High =18.55m, Low = 18.17m, Close = 18.22m, Volume = 7548, OpenInterest = 40454, DT = new DateTime(2012,11,29) },
                new OHLCBar {Open = 18.15m, High =18.77m, Low = 18.1m, Close = 18.38m, Volume = 11011, OpenInterest = 41722, DT = new DateTime(2012,11,30) },
                new OHLCBar {Open = 18.15m, High =18.85m, Low = 18m, Close = 18.83m, Volume = 11236, OpenInterest = 40544, DT = new DateTime(2012,12,3) },
                new OHLCBar {Open = 18.6m, High =19m, Low = 18.45m, Close = 18.94m, Volume = 11747, OpenInterest = 41856, DT = new DateTime(2012,12,4) },
                new OHLCBar {Open = 18.75m, High =19.03m, Low = 18.3m, Close = 18.33m, Volume = 13852, OpenInterest = 41879, DT = new DateTime(2012,12,5) },
                new OHLCBar {Open = 18.36m, High =18.69m, Low = 18.35m, Close = 18.52m, Volume = 10605, OpenInterest = 42071, DT = new DateTime(2012,12,6) },
                new OHLCBar {Open = 18.65m, High =18.65m, Low = 18m, Close = 18.29m, Volume = 12722, OpenInterest = 44584, DT = new DateTime(2012,12,7) },
                new OHLCBar {Open = 18.2m, High =18.28m, Low = 18m, Close = 18.08m, Volume = 7843, OpenInterest = 45782, DT = new DateTime(2012,12,10) },
                new OHLCBar {Open = 18m, High =18.05m, Low = 17.45m, Close = 17.63m, Volume = 12511, OpenInterest = 47913, DT = new DateTime(2012,12,11) },
                new OHLCBar {Open = 17.4m, High =18.1m, Low = 17.4m, Close = 18.07m, Volume = 11135, OpenInterest = 48725, DT = new DateTime(2012,12,12) },
                new OHLCBar {Open = 18.1m, High =18.45m, Low = 17.75m, Close = 18.37m, Volume = 11721, OpenInterest = 50590, DT = new DateTime(2012,12,13) },
                new OHLCBar {Open = 18.29m, High =18.49m, Low = 18.15m, Close = 18.22m, Volume = 14920, OpenInterest = 51464, DT = new DateTime(2012,12,14) },
                new OHLCBar {Open = 18.15m, High =18.4m, Low = 17.5m, Close = 17.53m, Volume = 17535, OpenInterest = 53698, DT = new DateTime(2012,12,17) },
                new OHLCBar {Open = 17.45m, High =17.54m, Low = 16.9m, Close = 17.07m, Volume = 20762, OpenInterest = 56488, DT = new DateTime(2012,12,18) },
                new OHLCBar {Open = 17m, High =17.9m, Low = 16.85m, Close = 17.86m, Volume = 31291, OpenInterest = 57702, DT = new DateTime(2012,12,19) },
                new OHLCBar {Open = 17.81m, High =18.2m, Low = 17.6m, Close = 18.11m, Volume = 30743, OpenInterest = 59114, DT = new DateTime(2012,12,20) },
                new OHLCBar {Open = 18.65m, High =19.5m, Low = 18.4m, Close = 18.51m, Volume = 42774, OpenInterest = 56203, DT = new DateTime(2012,12,21) },
                new OHLCBar {Open = 18.6m, High =19m, Low = 18.55m, Close = 18.91m, Volume = 15902, OpenInterest = 54004, DT = new DateTime(2012,12,24) },
                new OHLCBar {Open = 18.8m, High =19.7m, Low = 18.78m, Close = 19.52m, Volume = 25767, OpenInterest = 55338, DT = new DateTime(2012,12,26) },
                new OHLCBar {Open = 19.3m, High =20.6m, Low = 19.3m, Close = 19.36m, Volume = 41682, OpenInterest = 54084, DT = new DateTime(2012,12,27) },
                new OHLCBar {Open = 19.75m, High =22m, Low = 19.71m, Close = 21.92m, Volume = 43410, OpenInterest = 57735, DT = new DateTime(2012,12,28) },
                new OHLCBar {Open = 21.3m, High =21.52m, Low = 18.3m, Close = 18.47m, Volume = 54377, OpenInterest = 61543, DT = new DateTime(2012,12,31) },
                new OHLCBar {Open = 17.5m, High =17.75m, Low = 16.65m, Close = 16.72m, Volume = 62489, OpenInterest = 69517, DT = new DateTime(2013,1,2) },
                new OHLCBar {Open = 16.9m, High =17.05m, Low = 16.5m, Close = 16.92m, Volume = 49813, OpenInterest = 80088, DT = new DateTime(2013,1,3) },
                new OHLCBar {Open = 16.9m, High =17m, Low = 16.5m, Close = 16.67m, Volume = 45535, OpenInterest = 87659, DT = new DateTime(2013,1,4) },
                new OHLCBar {Open = 16.75m, High =16.95m, Low = 16.4m, Close = 16.42m, Volume = 44367, OpenInterest = 97299, DT = new DateTime(2013,1,7) },
                new OHLCBar {Open = 16.55m, High =16.95m, Low = 16.4m, Close = 16.43m, Volume = 56157, OpenInterest = 115920, DT = new DateTime(2013,1,8) },
                new OHLCBar {Open = 16.45m, High =16.7m, Low = 16.2m, Close = 16.37m, Volume = 46965, OpenInterest = 130523, DT = new DateTime(2013,1,9) },
                new OHLCBar {Open = 16.3m, High =16.5m, Low = 16.05m, Close = 16.08m, Volume = 46334, OpenInterest = 144218, DT = new DateTime(2013,1,10) },
                new OHLCBar {Open = 16.15m, High =16.4m, Low = 15.95m, Close = 15.98m, Volume = 43595, OpenInterest = 159755, DT = new DateTime(2013,1,11) },
                new OHLCBar {Open = 16.15m, High =16.25m, Low = 15.75m, Close = 15.94m, Volume = 52448, OpenInterest = 175547, DT = new DateTime(2013,1,14) },
                new OHLCBar {Open = 16.1m, High =16.2m, Low = 15.7m, Close = 15.76m, Volume = 45652, OpenInterest = 188450, DT = new DateTime(2013,1,15) },
                new OHLCBar {Open = 16m, High =16m, Low = 15.35m, Close = 15.5m, Volume = 56606, OpenInterest = 196184, DT = new DateTime(2013,1,16) },
                new OHLCBar {Open = 15.45m, High =15.7m, Low = 15.15m, Close = 15.69m, Volume = 42375, OpenInterest = 190685, DT = new DateTime(2013,1,17) },
                new OHLCBar {Open = 15.6m, High =15.67m, Low = 14.5m, Close = 14.65m, Volume = 68732, OpenInterest = 191809, DT = new DateTime(2013,1,18) },
                new OHLCBar {Open = 14.6m, High =14.9m, Low = 14m, Close = 14.05m, Volume = 55714, OpenInterest = 186849, DT = new DateTime(2013,1,22) },
                new OHLCBar {Open = 14.05m, High =14.3m, Low = 13.65m, Close = 13.69m, Volume = 56134, OpenInterest = 182858, DT = new DateTime(2013,1,23) },
                new OHLCBar {Open = 13.9m, High =14.85m, Low = 13.7m, Close = 13.94m, Volume = 81673, OpenInterest = 170558, DT = new DateTime(2013,1,24) },
                new OHLCBar {Open = 13.75m, High =14.35m, Low = 13.73m, Close = 14.09m, Volume = 45887, OpenInterest = 161989, DT = new DateTime(2013,1,25) },
                new OHLCBar {Open = 14m, High =14.75m, Low = 13.95m, Close = 14.59m, Volume = 41349, OpenInterest = 153599, DT = new DateTime(2013,1,28) },
                new OHLCBar {Open = 14.7m, High =14.85m, Low = 13.9m, Close = 14.04m, Volume = 47643, OpenInterest = 150108, DT = new DateTime(2013,1,29) },
                new OHLCBar {Open = 14.15m, High =15.25m, Low = 14.15m, Close = 15.15m, Volume = 70282, OpenInterest = 137623, DT = new DateTime(2013,1,30) },
                new OHLCBar {Open = 15.15m, High =15.45m, Low = 14.8m, Close = 14.9m, Volume = 47066, OpenInterest = 130047, DT = new DateTime(2013,1,31) },
                new OHLCBar {Open = 14.75m, High =14.8m, Low = 13.8m, Close = 14.29m, Volume = 66471, OpenInterest = 126159, DT = new DateTime(2013,2,1) },
                new OHLCBar {Open = 14.45m, High =15.35m, Low = 14.35m, Close = 15.29m, Volume = 57247, OpenInterest = 116486, DT = new DateTime(2013,2,4) },
                new OHLCBar {Open = 14.9m, High =15m, Low = 14.1m, Close = 14.39m, Volume = 47098, OpenInterest = 109877, DT = new DateTime(2013,2,5) },
                new OHLCBar {Open = 14.45m, High =14.9m, Low = 14.1m, Close = 14.15m, Volume = 45643, OpenInterest = 103400, DT = new DateTime(2013,2,6) },
                new OHLCBar {Open = 14.15m, High =15.05m, Low = 13.95m, Close = 14.09m, Volume = 59610, OpenInterest = 92841, DT = new DateTime(2013,2,7) },
                new OHLCBar {Open = 14.2m, High =14.25m, Low = 13.65m, Close = 13.8m, Volume = 49431, OpenInterest = 81753, DT = new DateTime(2013,2,8) },
                new OHLCBar {Open = 13.7m, High =13.85m, Low = 13.45m, Close = 13.5m, Volume = 38664, OpenInterest = 65052, DT = new DateTime(2013,2,11) },
                new OHLCBar {Open = 13.45m, High =13.55m, Low = 12.95m, Close = 13m, Volume = 49935, OpenInterest = 44750, DT = new DateTime(2013,2,12) },
            };

            var mar13 = new List<OHLCBar>
            {
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,6,13) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,6,14) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,6,15) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,6,18) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,6,19) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,6,20) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,6,21) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,6,22) },
                new OHLCBar {Open = 0m, High =0m, Low = 0m, Close = 0m, Volume = 0, OpenInterest = 0, DT = new DateTime(2012,6,25) },
                new OHLCBar {Open = 29.85m, High =30.05m, Low = 29.15m, Close = 29.5m, Volume = 41, OpenInterest = 34, DT = new DateTime(2012,6,26) },
                new OHLCBar {Open = 29.5m, High =29.57m, Low = 29.35m, Close = 29.57m, Volume = 55, OpenInterest = 57, DT = new DateTime(2012,6,27) },
                new OHLCBar {Open = 29.65m, High =29.74m, Low = 29.04m, Close = 29.04m, Volume = 46, OpenInterest = 84, DT = new DateTime(2012,6,28) },
                new OHLCBar {Open = 28.56m, High =28.56m, Low = 28.21m, Close = 28.3m, Volume = 53, OpenInterest = 101, DT = new DateTime(2012,6,29) },
                new OHLCBar {Open = 28.12m, High =28.13m, Low = 27.69m, Close = 27.7m, Volume = 169, OpenInterest = 184, DT = new DateTime(2012,7,2) },
                new OHLCBar {Open = 27.8m, High =28.02m, Low = 27.65m, Close = 27.9m, Volume = 137, OpenInterest = 263, DT = new DateTime(2012,7,3) },
                new OHLCBar {Open = 28m, High =28.1m, Low = 27.73m, Close = 27.85m, Volume = 187, OpenInterest = 375, DT = new DateTime(2012,7,5) },
                new OHLCBar {Open = 28.1m, High =28.1m, Low = 27.55m, Close = 27.55m, Volume = 11, OpenInterest = 388, DT = new DateTime(2012,7,6) },
                new OHLCBar {Open = 27.78m, High =27.78m, Low = 27.19m, Close = 27.4m, Volume = 268, OpenInterest = 489, DT = new DateTime(2012,7,9) },
                new OHLCBar {Open = 27.15m, High =27.72m, Low = 27.08m, Close = 27.45m, Volume = 222, OpenInterest = 546, DT = new DateTime(2012,7,10) },
                new OHLCBar {Open = 27.3m, High =27.65m, Low = 27m, Close = 27.04m, Volume = 215, OpenInterest = 484, DT = new DateTime(2012,7,11) },
                new OHLCBar {Open = 27.6m, High =27.66m, Low = 27m, Close = 27.22m, Volume = 50, OpenInterest = 478, DT = new DateTime(2012,7,12) },
                new OHLCBar {Open = 26.73m, High =26.9m, Low = 26.45m, Close = 26.65m, Volume = 79, OpenInterest = 520, DT = new DateTime(2012,7,13) },
                new OHLCBar {Open = 26.95m, High =26.95m, Low = 26.6m, Close = 26.65m, Volume = 13, OpenInterest = 522, DT = new DateTime(2012,7,16) },
                new OHLCBar {Open = 26.51m, High =26.67m, Low = 26m, Close = 26.25m, Volume = 83, OpenInterest = 517, DT = new DateTime(2012,7,17) },
                new OHLCBar {Open = 26.35m, High =26.5m, Low = 26.15m, Close = 26.5m, Volume = 257, OpenInterest = 705, DT = new DateTime(2012,7,18) },
                new OHLCBar {Open = 26.35m, High =26.47m, Low = 26.13m, Close = 26.35m, Volume = 261, OpenInterest = 891, DT = new DateTime(2012,7,19) },
                new OHLCBar {Open = 26.55m, High =26.95m, Low = 26.49m, Close = 26.7m, Volume = 261, OpenInterest = 1059, DT = new DateTime(2012,7,20) },
                new OHLCBar {Open = 27.3m, High =27.9m, Low = 27.3m, Close = 27.5m, Volume = 385, OpenInterest = 1074, DT = new DateTime(2012,7,23) },
                new OHLCBar {Open = 27.55m, High =28.05m, Low = 27.45m, Close = 27.87m, Volume = 58, OpenInterest = 1098, DT = new DateTime(2012,7,24) },
                new OHLCBar {Open = 27.6m, High =27.9m, Low = 27.34m, Close = 27.42m, Volume = 183, OpenInterest = 1175, DT = new DateTime(2012,7,25) },
                new OHLCBar {Open = 26.85m, High =27.28m, Low = 26.6m, Close = 26.6m, Volume = 81, OpenInterest = 1225, DT = new DateTime(2012,7,26) },
                new OHLCBar {Open = 26.4m, High =26.9m, Low = 26.4m, Close = 26.64m, Volume = 180, OpenInterest = 1265, DT = new DateTime(2012,7,27) },
                new OHLCBar {Open = 26.7m, High =27.05m, Low = 26.7m, Close = 27m, Volume = 14, OpenInterest = 1215, DT = new DateTime(2012,7,30) },
                new OHLCBar {Open = 27.1m, High =27.3m, Low = 26.83m, Close = 27.24m, Volume = 351, OpenInterest = 1430, DT = new DateTime(2012,7,31) },
                new OHLCBar {Open = 26.98m, High =27.4m, Low = 26.78m, Close = 27.4m, Volume = 61, OpenInterest = 1448, DT = new DateTime(2012,8,1) },
                new OHLCBar {Open = 27.43m, High =27.7m, Low = 27.25m, Close = 27.45m, Volume = 274, OpenInterest = 1531, DT = new DateTime(2012,8,2) },
                new OHLCBar {Open = 27.05m, High =27.2m, Low = 26.69m, Close = 26.8m, Volume = 403, OpenInterest = 1774, DT = new DateTime(2012,8,3) },
                new OHLCBar {Open = 26.46m, High =26.67m, Low = 26.3m, Close = 26.64m, Volume = 167, OpenInterest = 1791, DT = new DateTime(2012,8,6) },
                new OHLCBar {Open = 26.61m, High =27.1m, Low = 26.45m, Close = 26.92m, Volume = 138, OpenInterest = 1826, DT = new DateTime(2012,8,7) },
                new OHLCBar {Open = 26.75m, High =26.82m, Low = 26.45m, Close = 26.7m, Volume = 49, OpenInterest = 1840, DT = new DateTime(2012,8,8) },
                new OHLCBar {Open = 26.55m, High =26.9m, Low = 26.52m, Close = 26.7m, Volume = 207, OpenInterest = 1955, DT = new DateTime(2012,8,9) },
                new OHLCBar {Open = 26.6m, High =26.65m, Low = 26.34m, Close = 26.43m, Volume = 409, OpenInterest = 2176, DT = new DateTime(2012,8,10) },
                new OHLCBar {Open = 26.43m, High =26.57m, Low = 26.27m, Close = 26.5m, Volume = 351, OpenInterest = 2381, DT = new DateTime(2012,8,13) },
                new OHLCBar {Open = 26.45m, High =26.9m, Low = 26.45m, Close = 26.85m, Volume = 221, OpenInterest = 2521, DT = new DateTime(2012,8,14) },
                new OHLCBar {Open = 26.9m, High =26.9m, Low = 26.4m, Close = 26.85m, Volume = 804, OpenInterest = 2946, DT = new DateTime(2012,8,15) },
                new OHLCBar {Open = 26.71m, High =27.1m, Low = 26.65m, Close = 26.74m, Volume = 710, OpenInterest = 3253, DT = new DateTime(2012,8,16) },
                new OHLCBar {Open = 26.95m, High =27m, Low = 26.63m, Close = 26.67m, Volume = 456, OpenInterest = 3462, DT = new DateTime(2012,8,17) },
                new OHLCBar {Open = 26.63m, High =27.1m, Low = 26.48m, Close = 27.07m, Volume = 328, OpenInterest = 3643, DT = new DateTime(2012,8,20) },
                new OHLCBar {Open = 26.95m, High =27.58m, Low = 26.9m, Close = 27.55m, Volume = 771, OpenInterest = 4154, DT = new DateTime(2012,8,21) },
                new OHLCBar {Open = 27.65m, High =27.75m, Low = 27.3m, Close = 27.64m, Volume = 2310, OpenInterest = 4701, DT = new DateTime(2012,8,22) },
                new OHLCBar {Open = 27.54m, High =27.95m, Low = 27.54m, Close = 27.88m, Volume = 2339, OpenInterest = 5703, DT = new DateTime(2012,8,23) },
                new OHLCBar {Open = 27.98m, High =28.1m, Low = 27.55m, Close = 27.88m, Volume = 1749, OpenInterest = 6250, DT = new DateTime(2012,8,24) },
                new OHLCBar {Open = 27.7m, High =27.85m, Low = 27.5m, Close = 27.73m, Volume = 2248, OpenInterest = 7311, DT = new DateTime(2012,8,27) },
                new OHLCBar {Open = 27.72m, High =27.85m, Low = 27.48m, Close = 27.79m, Volume = 2005, OpenInterest = 7607, DT = new DateTime(2012,8,28) },
                new OHLCBar {Open = 27.69m, High =28m, Low = 27.37m, Close = 27.92m, Volume = 2597, OpenInterest = 8276, DT = new DateTime(2012,8,29) },
                new OHLCBar {Open = 27.99m, High =28.15m, Low = 27.7m, Close = 28.02m, Volume = 2355, OpenInterest = 8587, DT = new DateTime(2012,8,30) },
                new OHLCBar {Open = 27.63m, High =27.9m, Low = 27.3m, Close = 27.61m, Volume = 2587, OpenInterest = 8985, DT = new DateTime(2012,8,31) },
                new OHLCBar {Open = 27.55m, High =27.9m, Low = 27.5m, Close = 27.72m, Volume = 2882, OpenInterest = 9978, DT = new DateTime(2012,9,4) },
                new OHLCBar {Open = 27.75m, High =27.8m, Low = 27.14m, Close = 27.26m, Volume = 2863, OpenInterest = 10689, DT = new DateTime(2012,9,5) },
                new OHLCBar {Open = 27m, High =27.05m, Low = 26.24m, Close = 26.37m, Volume = 5075, OpenInterest = 11973, DT = new DateTime(2012,9,6) },
                new OHLCBar {Open = 26.07m, High =26.15m, Low = 25.65m, Close = 25.83m, Volume = 3245, OpenInterest = 13343, DT = new DateTime(2012,9,7) },
                new OHLCBar {Open = 25.85m, High =26.35m, Low = 25.75m, Close = 26.22m, Volume = 3214, OpenInterest = 13598, DT = new DateTime(2012,9,10) },
                new OHLCBar {Open = 25.95m, High =26.1m, Low = 25.45m, Close = 25.91m, Volume = 3273, OpenInterest = 14989, DT = new DateTime(2012,9,11) },
                new OHLCBar {Open = 25.75m, High =25.75m, Low = 25m, Close = 25.27m, Volume = 4827, OpenInterest = 16964, DT = new DateTime(2012,9,12) },
                new OHLCBar {Open = 25.25m, High =25.38m, Low = 23.94m, Close = 24.46m, Volume = 6598, OpenInterest = 18972, DT = new DateTime(2012,9,13) },
                new OHLCBar {Open = 24m, High =24.65m, Low = 23.55m, Close = 24.59m, Volume = 6494, OpenInterest = 21097, DT = new DateTime(2012,9,14) },
                new OHLCBar {Open = 24.6m, High =24.6m, Low = 23.9m, Close = 24.24m, Volume = 6268, OpenInterest = 23189, DT = new DateTime(2012,9,17) },
                new OHLCBar {Open = 24.05m, High =24.35m, Low = 23.65m, Close = 23.87m, Volume = 4318, OpenInterest = 24048, DT = new DateTime(2012,9,18) },
                new OHLCBar {Open = 23.62m, High =23.8m, Low = 23.25m, Close = 23.57m, Volume = 4172, OpenInterest = 25082, DT = new DateTime(2012,9,19) },
                new OHLCBar {Open = 23.55m, High =23.75m, Low = 23.3m, Close = 23.47m, Volume = 2660, OpenInterest = 25333, DT = new DateTime(2012,9,20) },
                new OHLCBar {Open = 23.3m, High =23.7m, Low = 23.15m, Close = 23.68m, Volume = 4191, OpenInterest = 26760, DT = new DateTime(2012,9,21) },
                new OHLCBar {Open = 23.49m, High =23.57m, Low = 23.1m, Close = 23.38m, Volume = 5249, OpenInterest = 28004, DT = new DateTime(2012,9,24) },
                new OHLCBar {Open = 23.31m, High =23.8m, Low = 22.95m, Close = 23.62m, Volume = 7271, OpenInterest = 29383, DT = new DateTime(2012,9,25) },
                new OHLCBar {Open = 23.61m, High =24.14m, Low = 23.6m, Close = 23.73m, Volume = 6560, OpenInterest = 29099, DT = new DateTime(2012,9,26) },
                new OHLCBar {Open = 23.54m, High =23.67m, Low = 22.94m, Close = 23.22m, Volume = 8389, OpenInterest = 30357, DT = new DateTime(2012,9,27) },
                new OHLCBar {Open = 23.34m, High =23.55m, Low = 23.15m, Close = 23.34m, Volume = 3022, OpenInterest = 30330, DT = new DateTime(2012,9,28) },
                new OHLCBar {Open = 23.2m, High =23.45m, Low = 22.8m, Close = 23.44m, Volume = 5328, OpenInterest = 31468, DT = new DateTime(2012,10,1) },
                new OHLCBar {Open = 23.1m, High =23.33m, Low = 22.9m, Close = 23.22m, Volume = 6052, OpenInterest = 32614, DT = new DateTime(2012,10,2) },
                new OHLCBar {Open = 23.2m, High =23.29m, Low = 22.75m, Close = 22.92m, Volume = 6513, OpenInterest = 33230, DT = new DateTime(2012,10,3) },
                new OHLCBar {Open = 22.85m, High =22.85m, Low = 22.4m, Close = 22.45m, Volume = 4430, OpenInterest = 33463, DT = new DateTime(2012,10,4) },
                new OHLCBar {Open = 22.4m, High =22.45m, Low = 22m, Close = 22.37m, Volume = 4603, OpenInterest = 34052, DT = new DateTime(2012,10,5) },
                new OHLCBar {Open = 22.45m, High =22.5m, Low = 22.25m, Close = 22.27m, Volume = 2139, OpenInterest = 33555, DT = new DateTime(2012,10,8) },
                new OHLCBar {Open = 22.27m, High =22.65m, Low = 22.08m, Close = 22.53m, Volume = 5287, OpenInterest = 33567, DT = new DateTime(2012,10,9) },
                new OHLCBar {Open = 22.48m, High =22.75m, Low = 22.35m, Close = 22.53m, Volume = 5984, OpenInterest = 34083, DT = new DateTime(2012,10,10) },
                new OHLCBar {Open = 22.49m, High =22.5m, Low = 21.95m, Close = 22.18m, Volume = 4257, OpenInterest = 34317, DT = new DateTime(2012,10,11) },
                new OHLCBar {Open = 22m, High =22.25m, Low = 21.8m, Close = 21.97m, Volume = 5826, OpenInterest = 34409, DT = new DateTime(2012,10,12) },
                new OHLCBar {Open = 21.71m, High =22m, Low = 21.5m, Close = 21.7m, Volume = 5703, OpenInterest = 34746, DT = new DateTime(2012,10,15) },
                new OHLCBar {Open = 21.5m, High =21.6m, Low = 21.3m, Close = 21.38m, Volume = 2996, OpenInterest = 35099, DT = new DateTime(2012,10,16) },
                new OHLCBar {Open = 21.35m, High =21.57m, Low = 21.05m, Close = 21.22m, Volume = 5748, OpenInterest = 35542, DT = new DateTime(2012,10,17) },
                new OHLCBar {Open = 21m, High =21.4m, Low = 20.99m, Close = 21.26m, Volume = 4034, OpenInterest = 35873, DT = new DateTime(2012,10,18) },
                new OHLCBar {Open = 21.37m, High =22m, Low = 21.15m, Close = 21.77m, Volume = 6273, OpenInterest = 36108, DT = new DateTime(2012,10,19) },
                new OHLCBar {Open = 21.65m, High =21.93m, Low = 21.45m, Close = 21.59m, Volume = 6234, OpenInterest = 37219, DT = new DateTime(2012,10,22) },
                new OHLCBar {Open = 22m, High =22.65m, Low = 21.95m, Close = 22.02m, Volume = 8100, OpenInterest = 35721, DT = new DateTime(2012,10,23) },
                new OHLCBar {Open = 21.9m, High =22.05m, Low = 21.7m, Close = 21.8m, Volume = 6860, OpenInterest = 35836, DT = new DateTime(2012,10,24) },
                new OHLCBar {Open = 21.5m, High =21.97m, Low = 21.4m, Close = 21.68m, Volume = 5365, OpenInterest = 35978, DT = new DateTime(2012,10,25) },
                new OHLCBar {Open = 21.9m, High =22m, Low = 21.48m, Close = 21.68m, Volume = 4287, OpenInterest = 35862, DT = new DateTime(2012,10,26) },
                new OHLCBar {Open = 21.45m, High =22m, Low = 21.4m, Close = 21.93m, Volume = 8400, OpenInterest = 35964, DT = new DateTime(2012,10,31) },
                new OHLCBar {Open = 21.75m, High =21.85m, Low = 20.6m, Close = 20.88m, Volume = 7741, OpenInterest = 35815, DT = new DateTime(2012,11,1) },
                new OHLCBar {Open = 20.85m, High =21.7m, Low = 20.45m, Close = 21.49m, Volume = 7011, OpenInterest = 35938, DT = new DateTime(2012,11,2) },
                new OHLCBar {Open = 21.5m, High =21.73m, Low = 21.23m, Close = 21.7m, Volume = 4981, OpenInterest = 36566, DT = new DateTime(2012,11,5) },
                new OHLCBar {Open = 21.5m, High =21.6m, Low = 20.74m, Close = 21.02m, Volume = 6643, OpenInterest = 36983, DT = new DateTime(2012,11,6) },
                new OHLCBar {Open = 21.25m, High =22.2m, Low = 21.03m, Close = 21.69m, Volume = 9264, OpenInterest = 36521, DT = new DateTime(2012,11,7) },
                new OHLCBar {Open = 21.6m, High =22.05m, Low = 21.34m, Close = 21.85m, Volume = 6899, OpenInterest = 36957, DT = new DateTime(2012,11,8) },
                new OHLCBar {Open = 22.1m, High =22.52m, Low = 21.65m, Close = 22.28m, Volume = 5968, OpenInterest = 37594, DT = new DateTime(2012,11,9) },
                new OHLCBar {Open = 22.2m, High =22.3m, Low = 21.4m, Close = 21.49m, Volume = 4163, OpenInterest = 37584, DT = new DateTime(2012,11,12) },
                new OHLCBar {Open = 21.7m, High =22m, Low = 21.17m, Close = 21.44m, Volume = 6490, OpenInterest = 37627, DT = new DateTime(2012,11,13) },
                new OHLCBar {Open = 21.4m, High =22.2m, Low = 21.15m, Close = 21.9m, Volume = 9026, OpenInterest = 37464, DT = new DateTime(2012,11,14) },
                new OHLCBar {Open = 21.95m, High =22.35m, Low = 21.67m, Close = 21.97m, Volume = 9260, OpenInterest = 39277, DT = new DateTime(2012,11,15) },
                new OHLCBar {Open = 21.9m, High =22.4m, Low = 21.35m, Close = 21.38m, Volume = 8268, OpenInterest = 39190, DT = new DateTime(2012,11,16) },
                new OHLCBar {Open = 21.25m, High =21.25m, Low = 20.4m, Close = 20.45m, Volume = 6701, OpenInterest = 40643, DT = new DateTime(2012,11,19) },
                new OHLCBar {Open = 20.45m, High =20.55m, Low = 20.02m, Close = 20.03m, Volume = 7129, OpenInterest = 40832, DT = new DateTime(2012,11,20) },
                new OHLCBar {Open = 20.1m, High =20.33m, Low = 19.95m, Close = 20.12m, Volume = 5417, OpenInterest = 39952, DT = new DateTime(2012,11,21) },
                new OHLCBar {Open = 20.15m, High =20.15m, Low = 19.6m, Close = 19.92m, Volume = 4342, OpenInterest = 39566, DT = new DateTime(2012,11,23) },
                new OHLCBar {Open = 20.1m, High =20.1m, Low = 19.55m, Close = 19.57m, Volume = 7167, OpenInterest = 38706, DT = new DateTime(2012,11,26) },
                new OHLCBar {Open = 19.5m, High =19.95m, Low = 19.39m, Close = 19.83m, Volume = 5313, OpenInterest = 38337, DT = new DateTime(2012,11,27) },
                new OHLCBar {Open = 19.9m, High =20.34m, Low = 19.43m, Close = 19.53m, Volume = 10517, OpenInterest = 39184, DT = new DateTime(2012,11,28) },
                new OHLCBar {Open = 19.33m, High =19.51m, Low = 19.15m, Close = 19.17m, Volume = 5754, OpenInterest = 38535, DT = new DateTime(2012,11,29) },
                new OHLCBar {Open = 19.15m, High =19.7m, Low = 19.05m, Close = 19.28m, Volume = 7602, OpenInterest = 38102, DT = new DateTime(2012,11,30) },
                new OHLCBar {Open = 19.15m, High =19.75m, Low = 19m, Close = 19.68m, Volume = 8639, OpenInterest = 38877, DT = new DateTime(2012,12,3) },
                new OHLCBar {Open = 19.5m, High =19.86m, Low = 19.4m, Close = 19.85m, Volume = 6024, OpenInterest = 38499, DT = new DateTime(2012,12,4) },
                new OHLCBar {Open = 19.6m, High =19.88m, Low = 19.2m, Close = 19.24m, Volume = 9110, OpenInterest = 38710, DT = new DateTime(2012,12,5) },
                new OHLCBar {Open = 19.3m, High =19.53m, Low = 19.24m, Close = 19.3m, Volume = 7275, OpenInterest = 38134, DT = new DateTime(2012,12,6) },
                new OHLCBar {Open = 19.45m, High =19.46m, Low = 18.9m, Close = 19.1m, Volume = 8227, OpenInterest = 38405, DT = new DateTime(2012,12,7) },
                new OHLCBar {Open = 19.05m, High =19.16m, Low = 18.85m, Close = 18.87m, Volume = 5762, OpenInterest = 38015, DT = new DateTime(2012,12,10) },
                new OHLCBar {Open = 18.8m, High =18.86m, Low = 18.45m, Close = 18.54m, Volume = 11242, OpenInterest = 37647, DT = new DateTime(2012,12,11) },
                new OHLCBar {Open = 18.5m, High =18.97m, Low = 18.4m, Close = 18.89m, Volume = 9038, OpenInterest = 36656, DT = new DateTime(2012,12,12) },
                new OHLCBar {Open = 18.95m, High =19.31m, Low = 18.68m, Close = 19.19m, Volume = 6785, OpenInterest = 36619, DT = new DateTime(2012,12,13) },
                new OHLCBar {Open = 19.18m, High =19.37m, Low = 19.05m, Close = 19.31m, Volume = 10505, OpenInterest = 36203, DT = new DateTime(2012,12,14) },
                new OHLCBar {Open = 19.15m, High =19.4m, Low = 18.55m, Close = 18.59m, Volume = 11639, OpenInterest = 36094, DT = new DateTime(2012,12,17) },
                new OHLCBar {Open = 18.5m, High =18.62m, Low = 18m, Close = 18.13m, Volume = 12022, OpenInterest = 37436, DT = new DateTime(2012,12,18) },
                new OHLCBar {Open = 18.05m, High =18.9m, Low = 17.88m, Close = 18.74m, Volume = 12246, OpenInterest = 36984, DT = new DateTime(2012,12,19) },
                new OHLCBar {Open = 18.7m, High =19.13m, Low = 18.46m, Close = 19.05m, Volume = 15251, OpenInterest = 39154, DT = new DateTime(2012,12,20) },
                new OHLCBar {Open = 19.55m, High =20.17m, Low = 19.45m, Close = 19.49m, Volume = 17321, OpenInterest = 41232, DT = new DateTime(2012,12,21) },
                new OHLCBar {Open = 19.58m, High =19.8m, Low = 19.44m, Close = 19.67m, Volume = 4210, OpenInterest = 41567, DT = new DateTime(2012,12,24) },
                new OHLCBar {Open = 19.6m, High =20.3m, Low = 19.6m, Close = 20.17m, Volume = 6925, OpenInterest = 41974, DT = new DateTime(2012,12,26) },
                new OHLCBar {Open = 20m, High =20.95m, Low = 19.92m, Close = 20.07m, Volume = 13704, OpenInterest = 42459, DT = new DateTime(2012,12,27) },
                new OHLCBar {Open = 20.46m, High =22.15m, Low = 20.29m, Close = 21.98m, Volume = 12876, OpenInterest = 42967, DT = new DateTime(2012,12,28) },
                new OHLCBar {Open = 21.6m, High =21.75m, Low = 19.35m, Close = 19.58m, Volume = 21034, OpenInterest = 43508, DT = new DateTime(2012,12,31) },
                new OHLCBar {Open = 18.8m, High =18.85m, Low = 17.95m, Close = 18.06m, Volume = 25310, OpenInterest = 45750, DT = new DateTime(2013,1,2) },
                new OHLCBar {Open = 18.25m, High =18.25m, Low = 17.7m, Close = 18.12m, Volume = 16775, OpenInterest = 47770, DT = new DateTime(2013,1,3) },
                new OHLCBar {Open = 18.1m, High =18.18m, Low = 17.73m, Close = 18.02m, Volume = 15470, OpenInterest = 51194, DT = new DateTime(2013,1,4) },
                new OHLCBar {Open = 18.08m, High =18.25m, Low = 17.9m, Close = 17.95m, Volume = 14145, OpenInterest = 53817, DT = new DateTime(2013,1,7) },
                new OHLCBar {Open = 18.03m, High =18.4m, Low = 17.85m, Close = 17.87m, Volume = 23874, OpenInterest = 59966, DT = new DateTime(2013,1,8) },
                new OHLCBar {Open = 17.95m, High =18.18m, Low = 17.65m, Close = 17.94m, Volume = 17663, OpenInterest = 64197, DT = new DateTime(2013,1,9) },
                new OHLCBar {Open = 17.85m, High =17.95m, Low = 17.6m, Close = 17.74m, Volume = 16477, OpenInterest = 68079, DT = new DateTime(2013,1,10) },
                new OHLCBar {Open = 17.72m, High =18m, Low = 17.6m, Close = 17.64m, Volume = 16521, OpenInterest = 71138, DT = new DateTime(2013,1,11) },
                new OHLCBar {Open = 17.77m, High =17.8m, Low = 17.25m, Close = 17.33m, Volume = 17305, OpenInterest = 73010, DT = new DateTime(2013,1,14) },
                new OHLCBar {Open = 17.55m, High =17.6m, Low = 17.13m, Close = 17.24m, Volume = 13618, OpenInterest = 73944, DT = new DateTime(2013,1,15) },
                new OHLCBar {Open = 17.45m, High =17.5m, Low = 16.85m, Close = 17.07m, Volume = 21562, OpenInterest = 78428, DT = new DateTime(2013,1,16) },
                new OHLCBar {Open = 16.8m, High =17.15m, Low = 16.7m, Close = 16.98m, Volume = 27856, OpenInterest = 80088, DT = new DateTime(2013,1,17) },
                new OHLCBar {Open = 17.03m, High =17.05m, Low = 16.15m, Close = 16.28m, Volume = 41679, OpenInterest = 84653, DT = new DateTime(2013,1,18) },
                new OHLCBar {Open = 16.35m, High =16.4m, Low = 15.35m, Close = 15.37m, Volume = 41049, OpenInterest = 84566, DT = new DateTime(2013,1,22) },
                new OHLCBar {Open = 15.45m, High =15.5m, Low = 14.95m, Close = 15.03m, Volume = 39667, OpenInterest = 85661, DT = new DateTime(2013,1,23) },
                new OHLCBar {Open = 15.25m, High =15.75m, Low = 14.9m, Close = 15.08m, Volume = 52813, OpenInterest = 90363, DT = new DateTime(2013,1,24) },
                new OHLCBar {Open = 14.95m, High =15.35m, Low = 14.88m, Close = 15.13m, Volume = 35993, OpenInterest = 95814, DT = new DateTime(2013,1,25) },
                new OHLCBar {Open = 15.1m, High =15.53m, Low = 14.98m, Close = 15.32m, Volume = 31788, OpenInterest = 102995, DT = new DateTime(2013,1,28) },
                new OHLCBar {Open = 15.45m, High =15.7m, Low = 14.8m, Close = 14.92m, Volume = 40873, OpenInterest = 109990, DT = new DateTime(2013,1,29) },
                new OHLCBar {Open = 14.95m, High =15.85m, Low = 14.95m, Close = 15.76m, Volume = 52864, OpenInterest = 112735, DT = new DateTime(2013,1,30) },
                new OHLCBar {Open = 15.8m, High =16.07m, Low = 15.4m, Close = 15.71m, Volume = 34455, OpenInterest = 115973, DT = new DateTime(2013,1,31) },
                new OHLCBar {Open = 15.61m, High =15.65m, Low = 14.95m, Close = 15.38m, Volume = 63274, OpenInterest = 130799, DT = new DateTime(2013,2,1) },
                new OHLCBar {Open = 15.35m, High =16.1m, Low = 15.35m, Close = 15.86m, Volume = 50143, OpenInterest = 137918, DT = new DateTime(2013,2,4) },
                new OHLCBar {Open = 15.6m, High =15.8m, Low = 15.2m, Close = 15.57m, Volume = 43676, OpenInterest = 139343, DT = new DateTime(2013,2,5) },
                new OHLCBar {Open = 15.6m, High =15.92m, Low = 15.3m, Close = 15.33m, Volume = 41016, OpenInterest = 144638, DT = new DateTime(2013,2,6) },
                new OHLCBar {Open = 15.35m, High =15.98m, Low = 15.15m, Close = 15.31m, Volume = 61841, OpenInterest = 152093, DT = new DateTime(2013,2,7) },
                new OHLCBar {Open = 15.35m, High =15.46m, Low = 15m, Close = 15.01m, Volume = 52108, OpenInterest = 168187, DT = new DateTime(2013,2,8) },
                new OHLCBar {Open = 15.05m, High =15.2m, Low = 14.8m, Close = 14.93m, Volume = 49634, OpenInterest = 180804, DT = new DateTime(2013,2,11) },
                new OHLCBar {Open = 14.95m, High =15m, Low = 14.6m, Close = 14.78m, Volume = 64442, OpenInterest = 203499, DT = new DateTime(2013,2,12) },
                new OHLCBar {Open = 14.65m, High =15.1m, Low = 14.59m, Close = 14.75m, Volume = 56061, OpenInterest = 203230, DT = new DateTime(2013,2,13) },
                new OHLCBar {Open = 14.9m, High =15.05m, Low = 14.5m, Close = 14.55m, Volume = 46644, OpenInterest = 206290, DT = new DateTime(2013,2,14) },
                new OHLCBar {Open = 14.65m, High =14.85m, Low = 14.4m, Close = 14.5m, Volume = 53303, OpenInterest = 208352, DT = new DateTime(2013,2,15) },
                new OHLCBar {Open = 14.35m, High =14.45m, Low = 13.8m, Close = 13.89m, Volume = 73118, OpenInterest = 209152, DT = new DateTime(2013,2,19) },
                new OHLCBar {Open = 13.95m, High =15.4m, Low = 13.8m, Close = 15.39m, Volume = 86073, OpenInterest = 200474, DT = new DateTime(2013,2,20) },
                new OHLCBar {Open = 15.35m, High =16.05m, Low = 15.05m, Close = 15.5m, Volume = 94946, OpenInterest = 192522, DT = new DateTime(2013,2,21) },
                new OHLCBar {Open = 15.15m, High =15.4m, Low = 14.8m, Close = 14.84m, Volume = 51095, OpenInterest = 186987, DT = new DateTime(2013,2,22) },
                new OHLCBar {Open = 14.55m, High =17.7m, Low = 14.1m, Close = 17.65m, Volume = 145449, OpenInterest = 189144, DT = new DateTime(2013,2,25) },
                new OHLCBar {Open = 17m, High =18.05m, Low = 16.4m, Close = 17.06m, Volume = 135683, OpenInterest = 172005, DT = new DateTime(2013,2,26) },
                new OHLCBar {Open = 16.8m, High =17.05m, Low = 15.1m, Close = 15.43m, Volume = 94965, OpenInterest = 164266, DT = new DateTime(2013,2,27) },
                new OHLCBar {Open = 15.3m, High =16.2m, Low = 15.08m, Close = 16.14m, Volume = 66885, OpenInterest = 157816, DT = new DateTime(2013,2,28) },
                new OHLCBar {Open = 16.6m, High =17.25m, Low = 15.9m, Close = 16.39m, Volume = 80477, OpenInterest = 152535, DT = new DateTime(2013,3,1) },
                new OHLCBar {Open = 16.25m, High =16.5m, Low = 14.95m, Close = 14.99m, Volume = 69838, OpenInterest = 148902, DT = new DateTime(2013,3,4) },
                new OHLCBar {Open = 14.85m, High =14.9m, Low = 14.45m, Close = 14.54m, Volume = 60395, OpenInterest = 150730, DT = new DateTime(2013,3,5) },
                new OHLCBar {Open = 14.35m, High =14.98m, Low = 14.2m, Close = 14.7m, Volume = 48002, OpenInterest = 143479, DT = new DateTime(2013,3,6) },
                new OHLCBar {Open = 14.65m, High =14.8m, Low = 14.15m, Close = 14.19m, Volume = 46990, OpenInterest = 138498, DT = new DateTime(2013,3,7) },
                new OHLCBar {Open = 14.1m, High =14.55m, Low = 13.75m, Close = 13.8m, Volume = 67695, OpenInterest = 132947, DT = new DateTime(2013,3,8) },
                new OHLCBar {Open = 13.9m, High =13.95m, Low = 12.95m, Close = 13m, Volume = 59921, OpenInterest = 130345, DT = new DateTime(2013,3,11) },
                new OHLCBar {Open = 13.2m, High =13.95m, Low = 13.05m, Close = 13.24m, Volume = 54471, OpenInterest = 119649, DT = new DateTime(2013,3,12) },
                new OHLCBar {Open = 13.55m, High =13.6m, Low = 12.9m, Close = 12.94m, Volume = 41310, OpenInterest = 122430, DT = new DateTime(2013,3,13) },
                new OHLCBar {Open = 12.85m, High =12.93m, Low = 12.5m, Close = 12.54m, Volume = 38639, OpenInterest = 117464, DT = new DateTime(2013,3,14) },
                new OHLCBar {Open = 12.6m, High =13.11m, Low = 12.45m, Close = 12.54m, Volume = 57151, OpenInterest = 99536, DT = new DateTime(2013,3,15) },
                new OHLCBar {Open = 13.35m, High =14.1m, Low = 12.93m, Close = 13.68m, Volume = 85693, OpenInterest = 78067, DT = new DateTime(2013,3,18) },
                new OHLCBar {Open = 13.5m, High =15.38m, Low = 13.15m, Close = 14.79m, Volume = 88817, OpenInterest = 58172, DT = new DateTime(2013,3,19) },
            };

            var data = new Dictionary<int, List<OHLCBar>>
            {
                {1, nov12 },
                {2, dec12},
                {3, jan13},
                {4, feb13},
                {5, mar13},
                {6, new List<OHLCBar>()},
                {7, new List<OHLCBar>()}
            };

            return data;
        }
    }
}